+549.6%
KGC vs DKS
+27.5%
+522.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -0.1% | -2.9% | +2.8% | +0.2% |
| 30D | +10.5% | -37.7% | +48.2% | +15.7% |
| 3M | +19.8% | -38.9% | +58.7% | +25.7% |
| 6M | -6.7% | -31.1% | +24.4% | -3.1% |
| YTD | +7.8% | -31.8% | +39.6% | +11.9% |
| 1Y | +35.7% | -38.0% | +73.7% | +41.8% |
| All | +549.6% | +27.5% | +522.1% | +449.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling