+229.2%
KGC vs D
+2,450.0%
-2,220.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 6M | -27.5% | +13.5% | -41.1% | -30.0% |
| YTD | -20.7% | +20.7% | -41.4% | -24.6% |
| 1Y | -6.1% | +18.2% | -24.3% | -10.3% |
| 3Y | +318.6% | +73.3% | +245.3% | +260.4% |
| 5Y | +289.9% | +12.3% | +277.7% | +270.7% |
| 10Y | +501.8% | +43.4% | +458.4% | +428.8% |
| All | +229.2% | +2,450.0% | -2,220.7% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling