+52.6%
DOCS vs KGC
+317.1%
-264.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.3% |
| 7D | -0.8% | +10.5% | -11.2% | -1.9% |
| 30D | +17.4% | -4.1% | +21.5% | +17.8% |
| 3M | +57.4% | -13.1% | +70.4% | +59.1% |
| 6M | +26.5% | -27.5% | +54.1% | +29.2% |
| YTD | -26.6% | -20.7% | -5.9% | -26.1% |
| 1Y | -48.1% | -6.1% | -42.0% | -48.5% |
| 3Y | +52.6% | +318.6% | -266.0% | +21.4% |
| All | +52.6% | +317.1% | -264.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling