+660.5%
KGC vs DTE
+137.8%
+522.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -5.6% | -2.6% | -3.1% | -4.8% |
| 30D | +6.1% | -4.4% | +10.5% | +7.8% |
| 3M | +17.3% | -8.3% | +25.7% | +20.8% |
| 6M | -10.3% | -8.1% | -2.2% | -7.9% |
| YTD | +3.9% | +4.4% | -0.6% | +1.7% |
| 1Y | +25.7% | +0.2% | +25.6% | +25.0% |
| 3Y | +526.0% | +42.6% | +483.4% | +446.3% |
| 5Y | +455.5% | +31.5% | +424.0% | +398.7% |
| All | +660.5% | +137.8% | +522.7% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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