-34.6%
KGC vs DG
+29.7%
-64.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.4% |
| 7D | -4.1% | -2.5% | -1.6% | -3.9% |
| 30D | -11.6% | +7.7% | -19.3% | -11.9% |
| 3M | -24.5% | +13.1% | -37.6% | -24.8% |
| 6M | -34.6% | +32.0% | -66.6% | -39.4% |
| All | -34.6% | +29.7% | -64.2% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling