+357.0%
KGC vs DD
+961.9%
-604.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +20.3% | -10.3% | +30.6% | +22.6% |
| 3M | +8.1% | -7.5% | +15.6% | +9.7% |
| 6M | -8.8% | -8.0% | -0.8% | -7.2% |
| YTD | +10.1% | +10.5% | -0.4% | +8.7% |
| 1Y | +44.2% | +38.3% | +5.9% | +37.1% |
| 3Y | +533.0% | +42.5% | +490.5% | +492.8% |
| 5Y | +443.0% | +60.2% | +382.8% | +396.0% |
| 10Y | +678.6% | +68.9% | +609.7% | +577.9% |
| All | +357.0% | +961.9% | -604.9% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling