+587.2%
KGC vs D
+48.0%
+539.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -6.7% | -1.4% | -5.3% | -6.3% |
| 30D | -6.7% | +7.7% | -14.4% | -8.8% |
| 3M | -22.6% | -0.3% | -22.3% | -22.6% |
| 6M | -33.4% | +10.1% | -43.5% | -35.5% |
| YTD | -26.0% | +19.1% | -45.1% | -30.0% |
| 1Y | -18.3% | +15.9% | -34.2% | -22.2% |
| 3Y | +315.8% | +75.0% | +240.8% | +244.5% |
| 5Y | +225.7% | +13.4% | +212.3% | +205.3% |
| All | +587.2% | +48.0% | +539.2% | +418.2% |
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