+328.7%
KGC vs D
+74.2%
+254.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +8.0% | +2.4% | +5.6% | +7.4% |
| 30D | -9.3% | +10.9% | -20.2% | -11.7% |
| 3M | -21.3% | +2.8% | -24.2% | -22.0% |
| 6M | -31.5% | +12.7% | -44.2% | -33.8% |
| YTD | -23.2% | +20.3% | -43.6% | -27.2% |
| 1Y | -15.0% | +17.1% | -32.2% | -18.9% |
| 3Y | +328.7% | +75.1% | +253.6% | +241.1% |
| All | +328.7% | +74.2% | +254.5% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling