+549.6%
KGC vs DTE
+47.2%
+502.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | -0.5% | +11.0% | +10.6% |
| 3M | +19.8% | -6.0% | +25.8% | +22.9% |
| 6M | -6.7% | -7.2% | +0.5% | -3.7% |
| YTD | +7.8% | +7.2% | +0.6% | +2.6% |
| 1Y | +35.7% | +4.1% | +31.6% | +31.4% |
| All | +549.6% | +47.2% | +502.4% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling