+318.6%
KGC vs D
+79.5%
+239.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.4% |
| 7D | +10.5% | +3.0% | +7.5% | +9.7% |
| 30D | -4.1% | +11.5% | -15.5% | -6.7% |
| 3M | -13.1% | +3.7% | -16.8% | -13.9% |
| 6M | -27.5% | +13.5% | -41.1% | -30.1% |
| YTD | -20.7% | +20.7% | -41.4% | -24.7% |
| 1Y | -6.1% | +18.2% | -24.3% | -10.4% |
| 3Y | +318.6% | +73.3% | +245.3% | +242.3% |
| All | +318.6% | +79.5% | +239.1% | +242.3% |
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