-4.3%
KGC vs DLTR
+45.2%
-49.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.6% | -2.2% | +5.8% |
| 7D | -6.8% | +15.6% | -22.4% | -8.9% |
| 30D | -9.2% | +29.9% | -39.0% | -13.0% |
| 3M | -9.1% | +12.5% | -21.6% | -10.9% |
| 6M | -25.7% | +56.3% | -82.0% | -33.0% |
| YTD | -23.6% | +19.5% | -43.1% | -29.3% |
| 1Y | -4.3% | +44.0% | -48.3% | -17.7% |
| All | -4.3% | +45.2% | -49.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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