+25.7%
KGC vs DKS
-39.2%
+64.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -5.6% | -3.0% | -2.7% | -5.2% |
| 30D | +6.1% | -33.4% | +39.5% | +13.8% |
| 3M | +17.3% | -39.4% | +56.7% | +29.4% |
| 6M | -10.3% | -30.1% | +19.8% | -4.2% |
| YTD | +3.9% | -31.0% | +34.8% | +10.4% |
| 1Y | +25.7% | -40.2% | +65.9% | +35.7% |
| All | +25.7% | -39.2% | +64.9% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling