+126.0%
DUK vs KGC
+698.0%
-572.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | -5.6% | +5.0% | -0.2% |
| 30D | -2.4% | +6.1% | -8.6% | -3.1% |
| 3M | -3.0% | +17.3% | -20.3% | -4.6% |
| 6M | -6.6% | -10.3% | +3.7% | -6.3% |
| YTD | +4.6% | +3.9% | +0.7% | +3.1% |
| 1Y | +1.2% | +25.7% | -24.5% | -2.3% |
| 3Y | +45.7% | +526.0% | -480.3% | +18.9% |
| 5Y | +40.3% | +455.5% | -415.2% | +13.9% |
| All | +126.0% | +698.0% | -572.0% | +75.4% |
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