+219.6%
KGC vs D
+2,488.7%
-2,269.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | +6.9% | -7.0% | -1.7% |
| 30D | -9.3% | +12.3% | -21.6% | -12.0% |
| 3M | -15.9% | +3.0% | -18.9% | -16.6% |
| 6M | -24.9% | +12.8% | -37.6% | -27.3% |
| YTD | -23.0% | +22.6% | -45.6% | -27.0% |
| 1Y | -9.9% | +21.7% | -31.6% | -14.6% |
| 3Y | +301.2% | +83.9% | +217.3% | +240.3% |
| 5Y | +278.5% | +14.0% | +264.6% | +258.6% |
| 10Y | +484.3% | +45.6% | +438.7% | +411.6% |
| All | +219.6% | +2,488.7% | -2,269.0% | +148.5% |
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