+17.0%
KDP vs KGC
+286.2%
-269.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.8% |
| 7D | +2.2% | +10.5% | -8.3% | +1.7% |
| 30D | +19.9% | -4.1% | +24.0% | +20.0% |
| 3M | +21.5% | -13.1% | +34.6% | +22.0% |
| 6M | +30.1% | -27.5% | +57.7% | +31.5% |
| YTD | +34.9% | -20.7% | +55.7% | +35.5% |
| 1Y | +43.4% | -6.1% | +49.5% | +42.8% |
| 3Y | +29.1% | +318.6% | -289.5% | +14.2% |
| All | +17.0% | +286.2% | -269.2% | +2.8% |
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 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