+610.7%
KGC vs DRI
+332.1%
+278.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | -0.7% | +1.0% | +0.3% |
| 30D | -8.8% | +14.7% | -23.5% | -9.9% |
| 3M | -21.1% | +5.4% | -26.5% | -21.4% |
| 6M | -32.3% | +18.8% | -51.2% | -33.3% |
| YTD | -23.5% | +28.4% | -51.8% | -25.2% |
| 1Y | -15.0% | +37.7% | -52.6% | -17.3% |
| 3Y | +327.5% | +68.0% | +259.6% | +306.4% |
| 5Y | +244.3% | +78.8% | +165.5% | +223.8% |
| All | +610.7% | +332.1% | +278.6% | +579.5% |
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