-38.1%
DOCS vs KGC
-11.4%
-26.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.4% |
| 7D | -0.8% | +10.5% | -11.2% | -2.1% |
| 30D | +17.4% | -4.1% | +21.5% | +17.7% |
| 3M | +57.4% | -13.1% | +70.4% | +58.9% |
| 6M | +26.5% | -27.5% | +54.1% | +27.7% |
| YTD | -26.6% | -20.7% | -5.9% | -28.5% |
| All | -38.1% | -11.4% | -26.8% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling