+175.8%
KDP vs KGC
+645.2%
-469.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +2.1% | +2.4% | -0.4% | +2.0% |
| 30D | +8.5% | +9.2% | -0.8% | +8.2% |
| 3M | +6.6% | +16.7% | -10.1% | +6.2% |
| 6M | +17.1% | -7.0% | +24.1% | +17.1% |
| YTD | +19.0% | +7.5% | +11.6% | +18.6% |
| 1Y | +21.8% | +34.4% | -12.6% | +20.5% |
| 3Y | +6.4% | +552.0% | -545.5% | -0.1% |
| 5Y | +5.1% | +454.5% | -449.4% | -1.7% |
| 10Y | +175.8% | +658.7% | -482.8% | +169.3% |
| All | +175.8% | +645.2% | -469.4% | +169.3% |
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