-0.1%
DT vs KGC
+33.7%
-33.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +0.1% | +10.5% | -10.4% | +0.1% |
| 3M | +24.1% | +19.8% | +4.3% | +24.0% |
| 6M | +30.1% | -6.7% | +36.8% | +28.2% |
| YTD | +16.8% | +7.8% | +9.0% | +17.0% |
| 1Y | -0.1% | +35.7% | -35.8% | +4.1% |
| All | -0.1% | +33.7% | -33.8% | +4.1% |
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