-31.1%
DOCN vs KGC
+289.8%
-320.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -16.1% |
| 7D | -29.3% | 0.0% | -29.2% | -29.4% |
| 30D | -46.0% | -9.3% | -36.7% | -44.6% |
| 3M | -43.2% | -15.9% | -27.3% | -41.2% |
| 6M | -53.7% | -24.9% | -28.9% | -50.9% |
| YTD | +46.9% | -23.0% | +70.0% | +51.3% |
| 1Y | +54.3% | -9.9% | +64.3% | +51.7% |
| 3Y | +185.5% | +301.2% | -115.7% | +76.2% |
| 5Y | -31.1% | +278.5% | -309.6% | -52.5% |
| All | -31.1% | +289.8% | -320.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling