+3,457.3%
DLR vs KGC
+265.9%
+3,191.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.6% | +3.1% |
| 7D | +2.4% | +11.1% | -8.8% | +1.2% |
| 30D | +0.7% | -3.7% | +4.5% | +1.1% |
| 3M | -6.4% | -17.2% | +10.8% | -4.9% |
| 6M | -6.5% | -27.3% | +20.7% | -3.9% |
| YTD | +18.8% | -18.5% | +37.3% | +19.9% |
| 1Y | +9.0% | -5.7% | +14.8% | +8.3% |
| 3Y | +54.5% | +336.5% | -282.0% | +29.2% |
| 5Y | +35.8% | +298.7% | -262.9% | +12.8% |
| 10Y | +177.5% | +538.5% | -361.1% | +109.8% |
| All | +3,457.3% | +265.9% | +3,191.3% | +2,388.3% |
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 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