+585.5%
KGC vs DD
+98.3%
+487.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -4.1% | +6.7% | -10.8% | -5.7% |
| 30D | -11.6% | +19.4% | -31.1% | -15.8% |
| 3M | -24.5% | +7.6% | -32.2% | -26.2% |
| 6M | -34.6% | +2.9% | -37.4% | -35.1% |
| YTD | -26.2% | +29.9% | -56.0% | -30.4% |
| 1Y | -20.1% | +28.6% | -48.8% | -24.5% |
| 3Y | +312.4% | +90.0% | +222.4% | +254.5% |
| 5Y | +224.9% | +68.1% | +156.8% | +179.5% |
| All | +585.5% | +98.3% | +487.2% | +511.9% |
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