-27.9%
DHR vs KGC
+454.1%
-482.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.2% | +10.5% | -12.6% | -3.2% |
| 3M | +9.0% | +19.8% | -10.8% | +6.8% |
| 6M | +3.5% | -6.7% | +10.2% | +3.6% |
| YTD | -10.1% | +7.8% | -17.9% | -11.7% |
| 1Y | +6.2% | +35.7% | -29.5% | +1.2% |
| 3Y | -5.4% | +553.7% | -559.1% | -29.4% |
| 5Y | -27.9% | +461.7% | -489.6% | -48.0% |
| All | -27.9% | +454.1% | -482.0% | -48.0% |
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