+222.0%
KGC vs DG
-35.8%
+257.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -6.7% | +0.3% | -6.9% | -6.7% |
| 30D | -6.7% | +3.2% | -9.9% | -7.1% |
| 3M | -22.6% | +10.4% | -33.0% | -23.6% |
| 6M | -33.4% | +33.2% | -66.6% | -36.0% |
| YTD | -26.0% | +3.0% | -29.0% | -26.5% |
| 1Y | -18.3% | +31.2% | -49.5% | -20.8% |
| 3Y | +315.8% | +21.8% | +294.0% | +300.6% |
| All | +222.0% | -35.8% | +257.8% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling