-28.1%
DT vs KGC
+450.8%
-478.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.9% |
| 7D | -4.9% | +2.4% | -7.3% | -5.1% |
| 30D | +2.7% | +9.2% | -6.5% | +1.6% |
| 3M | +20.0% | +16.7% | +3.2% | +17.6% |
| 6M | +28.0% | -7.0% | +35.0% | +27.8% |
| YTD | +16.0% | +7.5% | +8.5% | +13.2% |
| 1Y | +0.7% | +34.4% | -33.6% | -5.2% |
| 3Y | +6.2% | +552.0% | -545.8% | -26.6% |
| 5Y | -28.1% | +454.5% | -482.7% | -50.5% |
| All | -28.1% | +450.8% | -478.9% | -50.5% |
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