+521.7%
KGC vs DGX
+93.2%
+428.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.0% |
| 7D | -8.4% | -3.5% | -5.0% | -7.8% |
| 30D | +6.3% | -2.7% | +9.0% | +7.0% |
| 3M | +22.4% | +13.9% | +8.6% | +20.1% |
| 6M | -11.4% | +16.0% | -27.4% | -13.6% |
| YTD | +3.1% | +34.9% | -31.8% | -2.7% |
| 1Y | +26.6% | +30.6% | -4.0% | +20.2% |
| All | +521.7% | +93.2% | +428.5% | +423.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling