-25.7%
KGC vs DOC
+27.8%
-53.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.4% |
| 7D | -6.8% | +8.7% | -15.5% | -9.4% |
| 30D | -9.2% | +7.6% | -16.8% | -11.5% |
| 3M | -9.1% | -5.3% | -3.9% | -7.3% |
| 6M | -25.7% | +27.6% | -53.3% | -33.4% |
| All | -25.7% | +27.8% | -53.5% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 6mo: compounded portfolio wealth divided by compounded DOC 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…
6mo analysis · Full analysis span regression · 6 months rolling