+527.8%
KGC vs DECK
+874.1%
-346.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.1% |
| 7D | +10.5% | +5.8% | +4.7% | +10.0% |
| 30D | -4.1% | +7.9% | -11.9% | -4.6% |
| 3M | -13.1% | -11.4% | -1.7% | -12.3% |
| 6M | -27.5% | -16.6% | -11.0% | -26.6% |
| YTD | -20.7% | -16.4% | -4.3% | -20.0% |
| 1Y | -6.1% | +8.6% | -14.7% | -7.4% |
| 3Y | +318.6% | -15.1% | +333.7% | +314.3% |
| 5Y | +289.9% | +22.9% | +267.1% | +266.0% |
| All | +527.8% | +874.1% | -346.3% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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