+568.9%
KGC vs DD
+100.9%
+468.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.1% |
| 7D | +8.0% | +2.2% | +5.8% | +7.3% |
| 30D | -9.3% | +20.7% | -30.0% | -13.8% |
| 3M | -21.3% | +11.3% | -32.6% | -23.7% |
| 6M | -31.5% | +6.0% | -37.5% | -32.6% |
| YTD | -23.2% | +31.7% | -54.9% | -27.9% |
| 1Y | -15.0% | +32.2% | -47.3% | -20.2% |
| 3Y | +328.7% | +92.7% | +236.0% | +266.9% |
| 5Y | +262.9% | +72.1% | +190.8% | +210.5% |
| 10Y | +568.9% | +99.7% | +469.2% | +455.1% |
| All | +568.9% | +100.9% | +468.0% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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