-4.3%
KGC vs DG
+45.3%
-49.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.5% | -1.0% | +5.6% |
| 7D | -6.8% | +12.3% | -19.0% | -9.0% |
| 30D | -9.2% | +19.3% | -28.5% | -12.6% |
| 3M | -9.1% | +11.9% | -21.0% | -11.5% |
| 6M | -25.7% | +25.0% | -50.6% | -30.4% |
| YTD | -23.6% | +8.7% | -32.4% | -23.5% |
| 1Y | -4.3% | +44.7% | -49.0% | -10.1% |
| All | -4.3% | +45.3% | -49.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling