+222.0%
KGC vs DKS
+26.5%
+195.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.1% |
| 7D | -6.7% | +6.3% | -13.0% | -7.3% |
| 30D | -6.7% | +9.3% | -16.0% | -7.7% |
| 3M | -22.6% | -25.3% | +2.7% | -20.8% |
| 6M | -33.4% | -29.2% | -4.2% | -31.5% |
| YTD | -26.0% | -22.7% | -3.3% | -24.5% |
| 1Y | -18.3% | -30.1% | +11.8% | -15.9% |
| 3Y | +315.8% | +45.6% | +270.2% | +284.8% |
| All | +222.0% | +26.5% | +195.5% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling