-73.2%
DOCS vs KGC
+450.1%
-523.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +21.8% | +20.3% | +1.5% | +18.1% |
| 3M | +27.3% | +8.1% | +19.2% | +25.0% |
| 6M | -0.3% | -8.8% | +8.4% | -0.1% |
| YTD | -40.5% | +10.1% | -50.6% | -42.8% |
| 1Y | -61.5% | +44.2% | -105.8% | -65.3% |
| 3Y | +8.2% | +533.0% | -524.9% | -33.5% |
| All | -73.2% | +450.1% | -523.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling