+660.5%
KGC vs DKS
+206.3%
+454.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | -5.6% | -2.0% | -3.6% | -5.5% |
| 30D | +6.1% | -32.7% | +38.9% | +7.9% |
| 3M | +17.3% | -38.8% | +56.1% | +19.9% |
| 6M | -10.3% | -29.4% | +19.1% | -8.9% |
| YTD | +3.9% | -30.3% | +34.2% | +5.5% |
| 1Y | +25.7% | -39.6% | +65.3% | +28.4% |
| 3Y | +526.0% | +32.2% | +493.8% | +516.9% |
| 5Y | +455.5% | +15.1% | +440.4% | +443.1% |
| All | +660.5% | +206.3% | +454.2% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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