+62.5%
DRAM vs KGC
-28.7%
+91.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.8% | -9.4% |
| 7D | -16.6% | -6.8% | -9.9% | -13.3% |
| 30D | -26.9% | -9.2% | -17.7% | -22.8% |
| 3M | -17.8% | -9.1% | -8.7% | -17.9% |
| 6M | +6.2% | -25.7% | +31.9% | +27.7% |
| All | +62.5% | -28.7% | +91.2% | +105.7% |
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