+82.3%
DT vs KGC
+500.2%
-417.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.4% |
| 7D | -7.5% | +8.0% | -15.6% | -8.5% |
| 30D | -31.5% | -9.3% | -22.2% | -30.7% |
| 3M | -14.0% | -21.3% | +7.3% | -11.9% |
| 6M | +6.9% | -31.5% | +38.3% | +11.0% |
| YTD | +0.3% | -23.2% | +23.6% | +1.5% |
| 1Y | -6.9% | -15.0% | +8.1% | -7.3% |
| 3Y | -13.9% | +328.7% | -342.6% | -36.4% |
| 5Y | -39.9% | +262.9% | -302.8% | -55.8% |
| All | +82.3% | +500.2% | -417.8% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling