+13.0%
DLR vs KGC
-5.3%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +1.6% |
| 7D | +2.8% | -6.8% | +9.6% | +3.7% |
| 30D | +2.8% | -9.2% | +11.9% | +4.0% |
| 3M | -4.0% | -9.1% | +5.1% | -3.1% |
| 6M | -5.6% | -25.7% | +20.1% | -2.7% |
| YTD | +21.9% | -23.6% | +45.6% | +23.3% |
| 1Y | +13.0% | -4.3% | +17.3% | +12.4% |
| All | +13.0% | -5.3% | +18.3% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling