+41.1%
KGC vs DRI
+7,978.2%
-7,937.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +10.5% | +2.8% | +7.7% | +10.3% |
| 30D | -4.1% | +13.3% | -17.3% | -4.9% |
| 3M | -13.1% | +8.2% | -21.3% | -13.6% |
| 6M | -27.5% | +17.5% | -45.1% | -28.5% |
| YTD | -20.7% | +26.9% | -47.6% | -22.2% |
| 1Y | -6.1% | +31.6% | -37.6% | -8.1% |
| 3Y | +318.6% | +67.0% | +251.7% | +300.6% |
| 5Y | +289.9% | +72.9% | +217.0% | +271.0% |
| 10Y | +501.8% | +371.3% | +130.5% | +421.8% |
| All | +41.1% | +7,978.2% | -7,937.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling