-37.4%
DOCS vs KGC
+266.3%
-303.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +19.4% | -9.3% | +28.7% | +21.4% |
| 3M | +53.4% | -15.9% | +69.3% | +57.6% |
| 6M | +28.8% | -24.9% | +53.6% | +33.9% |
| YTD | -25.1% | -23.0% | -2.0% | -23.7% |
| 1Y | -48.1% | -9.9% | -38.2% | -49.0% |
| 3Y | +51.4% | +301.2% | -249.9% | -2.1% |
| 5Y | -51.1% | +278.5% | -329.6% | -67.4% |
| All | -37.4% | +266.3% | -303.7% | -58.8% |
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