+244.3%
DIA vs KGC
+692.5%
-448.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.4% |
| 7D | -3.0% | -8.4% | +5.4% | -2.5% |
| 30D | -3.0% | +6.3% | -9.3% | -3.4% |
| 3M | +4.5% | +22.4% | -17.9% | +3.0% |
| 6M | +9.8% | -11.4% | +21.2% | +10.1% |
| YTD | +9.3% | +3.1% | +6.2% | +8.4% |
| 1Y | +16.0% | +26.6% | -10.6% | +13.4% |
| 3Y | +57.7% | +525.6% | -467.8% | +38.7% |
| 5Y | +63.8% | +451.7% | -387.9% | +43.1% |
| All | +244.3% | +692.5% | -448.3% | +206.3% |
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