+737.9%
KGC vs DBX
+20.9%
+717.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | -8.4% | -1.8% | -6.6% | -8.2% |
| 30D | +6.3% | +2.8% | +3.5% | +5.9% |
| 3M | +22.4% | +26.8% | -4.3% | +18.9% |
| 6M | -11.4% | +32.8% | -44.2% | -14.8% |
| YTD | +3.1% | +26.1% | -22.9% | -0.3% |
| 1Y | +26.6% | +14.1% | +12.5% | +23.8% |
| 3Y | +525.6% | +25.7% | +499.9% | +495.7% |
| 5Y | +451.7% | +11.2% | +440.5% | +419.2% |
| All | +737.9% | +20.9% | +717.1% | +663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DBX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling