+552.0%
KGC vs DBX
+21.2%
+530.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.2% |
| 7D | +2.4% | -1.3% | +3.8% | +2.6% |
| 30D | +9.2% | -2.9% | +12.1% | +9.4% |
| 3M | +16.7% | +23.8% | -7.1% | +15.3% |
| 6M | -7.0% | +26.2% | -33.2% | -8.3% |
| YTD | +7.5% | +21.6% | -14.1% | +6.5% |
| 1Y | +34.4% | +11.4% | +22.9% | +34.4% |
| 3Y | +552.0% | +21.3% | +530.7% | +562.1% |
| All | +552.0% | +21.2% | +530.8% | +562.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling