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  • KGC vs DRI✓SelectedUSD · DRIKGC vs DRI performance historyLatest closeAs of-2.33%09/08
Stock and ETF performance explorer

KGC vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+658.7%
DRI return
+350.3%
Excess return
+308.4%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-2.3%-1.8%-0.5%-2.2%
7D+2.4%-1.2%+3.7%+2.6%
30D+9.2%-0.4%+9.6%+9.3%
3M+16.7%+9.5%+7.2%+15.9%
6M-7.0%+6.5%-13.5%-7.6%
YTD+7.5%+18.4%-10.9%+5.8%
1Y+34.4%+4.2%+30.1%+33.5%
3Y+552.0%+57.1%+494.9%+523.3%
5Y+454.5%+70.4%+384.1%+424.3%
10Y+658.7%+354.0%+304.6%+547.3%
All+658.7%+350.3%+308.4%+547.3%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…

10y analysis · Full analysis span regression · 6 months rolling