+262.9%
KGC vs DD
+70.0%
+192.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.2% |
| 7D | +8.0% | +2.2% | +5.8% | +6.9% |
| 30D | -9.3% | +20.7% | -30.0% | -16.7% |
| 3M | -21.3% | +11.3% | -32.6% | -25.2% |
| 6M | -31.5% | +6.0% | -37.5% | -33.3% |
| YTD | -23.2% | +31.7% | -54.9% | -30.9% |
| 1Y | -15.0% | +32.2% | -47.3% | -23.6% |
| 3Y | +328.7% | +92.7% | +236.0% | +225.7% |
| 5Y | +262.9% | +72.1% | +190.8% | +159.6% |
| All | +262.9% | +70.0% | +192.9% | +159.6% |
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