-8.8%
KGC vs DPZ
-15.7%
+6.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.3% |
| 7D | -1.3% | -2.5% | +1.3% | -1.4% |
| 30D | +20.3% | -7.0% | +27.2% | +20.2% |
| 3M | +8.1% | +11.6% | -3.5% | +8.1% |
| 6M | -8.8% | -15.2% | +6.4% | -4.3% |
| All | -8.8% | -15.7% | +6.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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