+499.8%
KGC vs DBX
+15.6%
+484.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | -4.1% | -6.3% | +2.2% | -3.4% |
| 30D | -11.6% | -5.9% | -5.8% | -11.1% |
| 3M | -24.5% | -0.4% | -24.2% | -24.7% |
| 6M | -34.6% | +29.8% | -64.4% | -36.9% |
| YTD | -26.2% | +20.5% | -46.7% | -28.4% |
| 1Y | -20.1% | +8.7% | -28.8% | -21.5% |
| 3Y | +312.4% | +25.9% | +286.5% | +292.0% |
| 5Y | +224.9% | +24.2% | +200.8% | +204.3% |
| All | +499.8% | +15.6% | +484.3% | +448.4% |
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