+538.5%
KGC vs DRI
+370.8%
+167.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | +11.1% | +3.1% | +8.0% | +10.9% |
| 30D | -3.7% | +16.2% | -20.0% | -4.9% |
| 3M | -17.2% | +8.4% | -25.6% | -17.8% |
| 6M | -27.3% | +19.0% | -46.3% | -28.4% |
| YTD | -18.5% | +28.8% | -47.4% | -20.4% |
| 1Y | -5.7% | +33.1% | -38.9% | -8.1% |
| 3Y | +336.5% | +70.8% | +265.7% | +314.6% |
| 5Y | +298.7% | +74.2% | +224.5% | +275.4% |
| 10Y | +538.5% | +345.5% | +193.0% | +528.3% |
| All | +538.5% | +370.8% | +167.8% | +528.3% |
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