+570.3%
KGC vs DD
+46.1%
+524.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -1.3% | -3.5% | +2.2% | +0.1% |
| 30D | +20.3% | -10.3% | +30.6% | +25.5% |
| 3M | +8.1% | -7.5% | +15.6% | +11.7% |
| 6M | -8.8% | -8.0% | -0.8% | -5.6% |
| YTD | +10.1% | +10.5% | -0.4% | +9.0% |
| 1Y | +44.2% | +38.3% | +5.9% | +35.4% |
| All | +570.3% | +46.1% | +524.2% | +524.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling