+176.7%
DLR vs KGC
+678.3%
-501.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -1.2% | +10.5% | -11.6% | -2.3% |
| 3M | +2.9% | +19.8% | -16.9% | +0.6% |
| 6M | +6.7% | -6.7% | +13.3% | +6.8% |
| YTD | +23.9% | +7.8% | +16.1% | +21.6% |
| 1Y | +18.6% | +35.7% | -17.0% | +13.3% |
| 3Y | +59.7% | +553.7% | -494.0% | +28.0% |
| 5Y | +42.1% | +461.7% | -419.6% | +13.2% |
| 10Y | +176.7% | +710.2% | -533.5% | +115.4% |
| All | +176.7% | +678.3% | -501.6% | +115.4% |
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 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