+585.5%
KGC vs D
+47.7%
+537.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.1% | -3.1% | -1.0% | -3.2% |
| 30D | -11.6% | +8.4% | -20.0% | -13.8% |
| 3M | -24.5% | +0.2% | -24.8% | -24.7% |
| 6M | -34.6% | +9.5% | -44.0% | -36.5% |
| YTD | -26.2% | +18.8% | -45.0% | -30.1% |
| 1Y | -20.1% | +14.7% | -34.8% | -23.7% |
| 3Y | +312.4% | +72.9% | +239.4% | +242.9% |
| 5Y | +224.9% | +13.1% | +211.8% | +204.7% |
| All | +585.5% | +47.7% | +537.9% | +417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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