+247.9%
KDP vs KGC
+637.7%
-389.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | -6.7% | +5.9% | -0.6% |
| 30D | +9.7% | -6.7% | +16.4% | +9.8% |
| 3M | +17.6% | -22.6% | +40.2% | +18.2% |
| 6M | +25.8% | -33.4% | +59.2% | +26.7% |
| YTD | +33.9% | -26.0% | +59.9% | +34.4% |
| 1Y | +38.9% | -18.3% | +57.2% | +39.1% |
| 3Y | +26.8% | +315.8% | -289.0% | +21.6% |
| 5Y | +16.3% | +225.7% | -209.4% | +10.8% |
| All | +247.9% | +637.7% | -389.8% | +240.4% |
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