+286.2%
KGC vs DAR
-41.1%
+327.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | +10.5% | -9.9% | +20.4% | +12.3% |
| 30D | -4.1% | -16.4% | +12.3% | -1.3% |
| 3M | -13.1% | -17.1% | +4.0% | -10.9% |
| 6M | -27.5% | -20.5% | -7.1% | -25.3% |
| YTD | -20.7% | +39.4% | -60.1% | -27.3% |
| 1Y | -6.1% | +57.2% | -63.3% | -15.9% |
| 3Y | +318.6% | +13.9% | +304.7% | +289.0% |
| All | +286.2% | -41.1% | +327.3% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling