+60.1%
DOCN vs KGC
+450.1%
-390.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -9.6% | +20.3% | -29.9% | -14.0% |
| 3M | -37.7% | +8.1% | -45.8% | -39.4% |
| 6M | +115.2% | -8.8% | +124.0% | +116.1% |
| YTD | +133.7% | +10.1% | +123.7% | +121.1% |
| 1Y | +250.2% | +44.2% | +205.9% | +206.6% |
| 3Y | +320.3% | +533.0% | -212.7% | +135.2% |
| All | +60.1% | +450.1% | -390.1% | -5.3% |
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 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