+3,472.7%
DLR vs KGC
+244.8%
+3,227.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +1.0% |
| 7D | +0.3% | +8.0% | -7.7% | -0.5% |
| 30D | +1.2% | -9.3% | +10.5% | +2.1% |
| 3M | -4.8% | -21.3% | +16.5% | -2.7% |
| 6M | -6.1% | -31.5% | +25.4% | -3.0% |
| YTD | +19.3% | -23.2% | +42.5% | +21.2% |
| 1Y | +10.0% | -15.0% | +25.0% | +10.4% |
| 3Y | +53.8% | +328.7% | -274.9% | +28.8% |
| 5Y | +39.1% | +262.9% | -223.8% | +16.6% |
| 10Y | +188.1% | +568.9% | -380.7% | +116.8% |
| All | +3,472.7% | +244.8% | +3,227.9% | +2,414.2% |
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