+467.8%
KGC vs DD
+62.1%
+405.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -1.3% | -3.5% | +2.2% | +0.2% |
| 30D | +20.3% | -10.3% | +30.6% | +25.7% |
| 3M | +8.1% | -7.5% | +15.6% | +11.8% |
| 6M | -8.8% | -8.0% | -0.8% | -5.3% |
| YTD | +10.1% | +10.5% | -0.4% | +7.5% |
| 1Y | +44.2% | +38.3% | +5.9% | +30.5% |
| 3Y | +533.0% | +42.5% | +490.5% | +455.0% |
| All | +467.8% | +62.1% | +405.7% | +345.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling