+196.4%
DOCN vs KGC
+304.9%
-108.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -16.0% |
| 7D | -29.3% | 0.0% | -29.2% | -29.3% |
| 30D | -46.0% | -9.3% | -36.7% | -44.8% |
| 3M | -43.2% | -15.9% | -27.3% | -41.4% |
| 6M | -53.7% | -24.9% | -28.9% | -51.3% |
| YTD | +46.9% | -23.0% | +70.0% | +50.1% |
| 1Y | +54.3% | -9.9% | +64.3% | +51.5% |
| All | +196.4% | +304.9% | -108.5% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling