+24.7%
KGC vs DG
+617.0%
-592.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.3% |
| 7D | -4.1% | -2.5% | -1.6% | -3.8% |
| 30D | -11.6% | +7.7% | -19.3% | -12.4% |
| 3M | -24.5% | +13.1% | -37.6% | -25.6% |
| 6M | -34.6% | +32.0% | -66.6% | -36.7% |
| YTD | -26.2% | +3.3% | -29.5% | -26.7% |
| 1Y | -20.1% | +31.7% | -51.8% | -22.6% |
| 3Y | +312.4% | +21.7% | +290.7% | +297.1% |
| 5Y | +224.9% | -34.7% | +259.7% | +230.2% |
| 10Y | +608.7% | +106.7% | +502.0% | +597.9% |
| All | +24.7% | +617.0% | -592.3% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling