+114.1%
DT vs KGC
+712.0%
-597.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | -5.6% | +4.0% | -0.9% |
| 30D | +3.0% | +6.1% | -3.1% | +2.1% |
| 3M | +26.5% | +17.3% | +9.2% | +23.5% |
| 6M | +35.9% | -10.3% | +46.2% | +36.4% |
| YTD | +17.8% | +3.9% | +14.0% | +15.1% |
| 1Y | +4.1% | +25.7% | -21.7% | -1.8% |
| 3Y | +5.3% | +526.0% | -520.7% | -26.1% |
| 5Y | -27.2% | +455.5% | -482.6% | -49.3% |
| All | +114.1% | +712.0% | -597.9% | +65.4% |
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 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