+794.1%
KGC vs DBX
+20.1%
+774.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -2.0% |
| 7D | -1.3% | -2.4% | +1.2% | -1.0% |
| 30D | +20.3% | -0.5% | +20.8% | +20.3% |
| 3M | +8.1% | +28.1% | -20.0% | +4.8% |
| 6M | -8.8% | +33.1% | -41.9% | -12.3% |
| YTD | +10.1% | +25.3% | -15.2% | +6.5% |
| 1Y | +44.2% | +18.3% | +25.9% | +40.2% |
| 3Y | +533.0% | +25.0% | +508.0% | +503.2% |
| 5Y | +443.0% | +7.5% | +435.5% | +412.4% |
| All | +794.1% | +20.1% | +774.0% | +715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling