+1,278.3%
KDP vs KGC
+33.8%
+1,244.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.8% |
| 7D | +2.2% | +10.5% | -8.3% | +1.8% |
| 30D | +19.9% | -4.1% | +24.0% | +20.1% |
| 3M | +21.5% | -13.1% | +34.6% | +22.0% |
| 6M | +30.1% | -27.5% | +57.7% | +31.3% |
| YTD | +34.9% | -20.7% | +55.7% | +35.4% |
| 1Y | +43.4% | -6.1% | +49.5% | +43.0% |
| 3Y | +29.1% | +318.6% | -289.5% | +20.6% |
| 5Y | +15.0% | +289.9% | -275.0% | +6.9% |
| 10Y | +234.1% | +501.8% | -267.8% | +200.9% |
| All | +1,278.3% | +33.8% | +1,244.6% | +1,130.7% |
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