-38.7%
DOCS vs KGC
+277.3%
-316.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.6% |
| 7D | -0.8% | +10.5% | -11.2% | -2.6% |
| 30D | +17.4% | -4.1% | +21.5% | +18.1% |
| 3M | +57.4% | -13.1% | +70.4% | +60.7% |
| 6M | +26.5% | -27.5% | +54.1% | +32.4% |
| YTD | -26.6% | -20.7% | -5.9% | -25.7% |
| 1Y | -48.1% | -6.1% | -42.0% | -49.3% |
| 3Y | +52.6% | +318.6% | -266.0% | -2.2% |
| 5Y | -52.1% | +289.9% | -342.0% | -68.2% |
| All | -38.7% | +277.3% | -316.0% | -59.9% |
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 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