+357.0%
KGC vs D
+2,347.4%
-1,990.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +20.3% | -3.6% | +23.8% | +21.3% |
| 3M | +8.1% | -1.0% | +9.1% | +8.2% |
| 6M | -8.8% | +6.3% | -15.0% | -10.3% |
| YTD | +10.1% | +14.7% | -4.7% | +6.1% |
| 1Y | +44.2% | +16.9% | +27.3% | +38.3% |
| 3Y | +533.0% | +56.8% | +476.2% | +458.6% |
| 5Y | +443.0% | +5.2% | +437.8% | +424.7% |
| 10Y | +678.6% | +35.9% | +642.7% | +594.7% |
| All | +357.0% | +2,347.4% | -1,990.4% | +260.5% |
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