+710.2%
KGC vs DD
+64.9%
+645.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.9% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | +10.5% | -9.2% | +19.7% | +13.2% |
| 3M | +19.8% | -9.0% | +28.8% | +22.9% |
| 6M | -6.7% | -5.0% | -1.7% | -5.0% |
| YTD | +7.8% | +7.4% | +0.4% | +7.0% |
| 1Y | +35.7% | +35.1% | +0.6% | +28.1% |
| 3Y | +553.7% | +43.2% | +510.5% | +501.7% |
| 5Y | +461.7% | +59.6% | +402.0% | +399.0% |
| 10Y | +710.2% | +66.5% | +643.7% | +562.8% |
| All | +710.2% | +64.9% | +645.2% | +562.8% |
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