+63.2%
DHI vs KGC
+453.5%
-390.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.4% | -5.6% | +2.2% | -2.6% |
| 30D | -5.4% | +6.1% | -11.6% | -6.4% |
| 3M | -10.4% | +17.3% | -27.8% | -12.8% |
| 6M | -2.8% | -10.3% | +7.5% | -2.2% |
| YTD | -3.4% | +3.9% | -7.3% | -5.4% |
| 1Y | -22.9% | +25.7% | -48.6% | -27.2% |
| 3Y | +20.7% | +526.0% | -505.3% | -18.6% |
| All | +63.2% | +453.5% | -390.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling