-22.7%
DIS vs KGC
+248.4%
-271.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +10.3% | -8.8% | +19.1% | +11.3% |
| 3M | +15.6% | -21.1% | +36.6% | +18.3% |
| 6M | +15.1% | -32.3% | +47.5% | +19.6% |
| YTD | +6.0% | -23.5% | +29.4% | +7.6% |
| 1Y | +5.7% | -15.0% | +20.7% | +5.7% |
| 3Y | +39.8% | +327.5% | -287.7% | +2.7% |
| All | -22.7% | +248.4% | -271.1% | -42.8% |
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