+1,458.7%
DIS vs KGC
+357.0%
+1,101.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -2.6% | -1.3% | -1.3% | -2.6% |
| 30D | +3.5% | +20.3% | -16.8% | +3.0% |
| 3M | +6.8% | +8.1% | -1.3% | +6.6% |
| 6M | +3.0% | -8.8% | +11.8% | +3.1% |
| YTD | -6.7% | +10.1% | -16.8% | -7.1% |
| 1Y | -10.1% | +44.2% | -54.3% | -11.0% |
| 3Y | +33.0% | +533.0% | -500.0% | +27.4% |
| 5Y | -40.0% | +443.0% | -483.0% | -42.6% |
| 10Y | +21.1% | +678.6% | -657.5% | +14.6% |
| All | +1,458.7% | +357.0% | +1,101.7% | +1,531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling