+660.5%
KGC vs DGX
+255.3%
+405.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | +6.1% | -1.2% | +7.3% | +6.5% |
| 3M | +17.3% | +15.8% | +1.6% | +14.2% |
| 6M | -10.3% | +18.2% | -28.5% | -13.2% |
| YTD | +3.9% | +37.2% | -33.3% | -2.5% |
| 1Y | +25.7% | +30.4% | -4.6% | +19.2% |
| 3Y | +526.0% | +96.7% | +429.3% | +444.2% |
| 5Y | +455.5% | +67.2% | +388.3% | +392.6% |
| All | +660.5% | +255.3% | +405.2% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling