+38.0%
DIS vs KGC
+329.2%
-291.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +10.3% | -8.8% | +19.1% | +10.8% |
| 3M | +15.6% | -21.1% | +36.6% | +17.0% |
| 6M | +15.1% | -32.3% | +47.5% | +17.4% |
| YTD | +6.0% | -23.5% | +29.4% | +7.1% |
| 1Y | +5.7% | -15.0% | +20.7% | +6.3% |
| All | +38.0% | +329.2% | -291.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling