+235.9%
DIA vs KGC
+506.2%
-270.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.1% |
| 7D | +0.9% | +8.0% | -7.1% | +0.4% |
| 30D | +1.1% | -9.3% | +10.4% | +1.7% |
| 3M | -2.9% | -21.3% | +18.4% | -1.6% |
| 6M | +5.9% | -31.5% | +37.4% | +8.0% |
| YTD | +9.8% | -23.2% | +33.0% | +10.8% |
| 1Y | +11.7% | -15.0% | +26.8% | +12.0% |
| 3Y | +59.5% | +328.7% | -269.2% | +43.0% |
| 5Y | +57.5% | +262.9% | -205.3% | +40.3% |
| 10Y | +235.9% | +568.9% | -333.0% | +201.9% |
| All | +235.9% | +506.2% | -270.3% | +201.9% |
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