+204.4%
DHR vs KGC
+692.5%
-488.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.8% |
| 7D | -5.0% | -8.4% | +3.4% | -4.4% |
| 30D | -3.3% | +6.3% | -9.7% | -3.7% |
| 3M | +9.4% | +22.4% | -13.0% | +7.9% |
| 6M | +3.2% | -11.4% | +14.6% | +3.6% |
| YTD | -12.0% | +3.1% | -15.2% | -12.7% |
| 1Y | +4.9% | +26.6% | -21.7% | +2.5% |
| 3Y | -7.4% | +525.6% | -532.9% | -19.4% |
| 5Y | -29.8% | +451.7% | -481.4% | -39.4% |
| All | +204.4% | +692.5% | -488.2% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling