+3,595.6%
DLR vs KGC
+394.4%
+3,201.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +1.6% | -1.3% | +2.9% | +1.7% |
| 30D | -3.4% | +20.3% | -23.6% | -5.3% |
| 3M | +0.5% | +8.1% | -7.6% | -0.7% |
| 6M | +4.6% | -8.8% | +13.3% | +4.9% |
| YTD | +23.4% | +10.1% | +13.4% | +21.0% |
| 1Y | +19.0% | +44.2% | -25.2% | +13.1% |
| 3Y | +56.5% | +533.0% | -476.5% | +26.1% |
| 5Y | +33.3% | +443.0% | -409.7% | +7.3% |
| 10Y | +165.1% | +678.6% | -513.4% | +96.2% |
| All | +3,595.6% | +394.4% | +3,201.3% | +2,410.0% |
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