+70.5%
DOCN vs KGC
+264.1%
-193.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.8% |
| 7D | -19.2% | +10.5% | -29.6% | -21.2% |
| 30D | -43.1% | -4.1% | -39.0% | -42.4% |
| 3M | -40.7% | -13.1% | -27.6% | -39.2% |
| 6M | -55.0% | -27.5% | -27.4% | -52.1% |
| YTD | +50.6% | -20.7% | +71.3% | +53.9% |
| 1Y | +54.0% | -6.1% | +60.0% | +50.6% |
| 3Y | +203.9% | +318.6% | -114.7% | +100.2% |
| 5Y | -29.4% | +289.9% | -319.3% | -54.2% |
| All | +70.5% | +264.1% | -193.5% | +5.0% |
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 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