+97.7%
DOCN vs KGC
+250.6%
-152.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.5% | -14.6% | -8.9% |
| 7D | -20.0% | -6.8% | -13.2% | -18.8% |
| 30D | -38.8% | -9.2% | -29.6% | -37.3% |
| 3M | -34.8% | -9.1% | -25.7% | -34.0% |
| 6M | -22.8% | -25.7% | +2.9% | -18.3% |
| YTD | +74.6% | -23.6% | +98.2% | +80.0% |
| 1Y | +116.4% | -4.3% | +120.7% | +111.1% |
| 3Y | +239.3% | +298.1% | -58.8% | +126.3% |
| 5Y | -20.2% | +288.1% | -308.3% | -47.7% |
| All | +97.7% | +250.6% | -152.9% | +22.9% |
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