+5.1%
DHR vs KGC
+43.6%
-38.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | +4.0% | +20.3% | -16.3% | +3.0% |
| 3M | +11.5% | +8.1% | +3.4% | +11.1% |
| 6M | +1.9% | -8.8% | +10.6% | +1.8% |
| YTD | -8.9% | +10.1% | -19.0% | -8.7% |
| 1Y | +5.1% | +44.2% | -39.1% | +0.6% |
| All | +5.1% | +43.6% | -38.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling