+445.9%
KGC vs DGX
+66.8%
+379.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | +6.1% | -1.2% | +7.3% | +6.6% |
| 3M | +17.3% | +15.8% | +1.6% | +13.2% |
| 6M | -10.3% | +18.2% | -28.5% | -14.1% |
| YTD | +3.9% | +37.2% | -33.3% | -4.9% |
| 1Y | +25.7% | +30.4% | -4.6% | +16.8% |
| 3Y | +526.0% | +96.7% | +429.3% | +401.7% |
| All | +445.9% | +66.8% | +379.1% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling