+552.0%
KGC vs DG
+10.3%
+541.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.9% |
| 7D | +2.4% | -2.5% | +4.9% | +2.7% |
| 30D | +9.2% | +1.0% | +8.2% | +9.0% |
| 3M | +16.7% | +20.3% | -3.6% | +13.8% |
| 6M | -7.0% | -11.7% | +4.7% | -6.0% |
| YTD | +7.5% | -2.3% | +9.8% | +7.7% |
| 1Y | +34.4% | +20.0% | +14.3% | +32.2% |
| 3Y | +552.0% | +7.2% | +544.7% | +522.9% |
| All | +552.0% | +10.3% | +541.6% | +522.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling