+189.5%
DLR vs KGC
+567.0%
-377.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | +0.5% | -8.8% | +9.4% | +1.4% |
| 3M | -4.4% | -21.1% | +16.7% | -2.3% |
| 6M | -6.4% | -32.3% | +25.9% | -3.1% |
| YTD | +19.5% | -23.5% | +42.9% | +21.4% |
| 1Y | +10.5% | -15.0% | +25.5% | +11.0% |
| 3Y | +54.0% | +327.5% | -273.5% | +29.4% |
| 5Y | +39.7% | +244.3% | -204.6% | +16.6% |
| 10Y | +189.5% | +634.8% | -445.2% | +131.3% |
| All | +189.5% | +567.0% | -377.5% | +131.3% |
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 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