+775.6%
KGC vs DBX
+19.3%
+756.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +10.5% | 0.0% | +10.5% | +10.4% |
| 3M | +19.8% | +26.1% | -6.3% | +16.4% |
| 6M | -6.7% | +29.4% | -36.0% | -10.0% |
| YTD | +7.8% | +24.4% | -16.6% | +4.4% |
| 1Y | +35.7% | +10.9% | +24.8% | +33.1% |
| 3Y | +553.7% | +24.1% | +529.6% | +523.5% |
| 5Y | +461.7% | +7.8% | +453.9% | +430.1% |
| All | +775.6% | +19.3% | +756.3% | +698.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling