+64.4%
KGC vs DGX
+8,796.3%
-8,731.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | +9.2% | -1.2% | +10.4% | +9.4% |
| 3M | +16.7% | +19.9% | -3.2% | +14.6% |
| 6M | -7.0% | +19.2% | -26.2% | -8.7% |
| YTD | +7.5% | +37.5% | -30.0% | +4.0% |
| 1Y | +34.4% | +31.3% | +3.1% | +30.5% |
| 3Y | +552.0% | +96.6% | +455.3% | +507.7% |
| 5Y | +454.5% | +64.3% | +390.3% | +423.9% |
| 10Y | +658.7% | +241.1% | +417.6% | +571.1% |
| All | +64.4% | +8,796.3% | -8,731.8% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling