+222.0%
KGC vs DTE
+46.4%
+175.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -6.7% | +3.4% | -10.1% | -8.2% |
| 30D | -6.7% | +8.9% | -15.5% | -10.6% |
| 3M | -22.6% | +1.1% | -23.6% | -23.2% |
| 6M | -33.4% | +0.1% | -33.5% | -33.9% |
| YTD | -26.0% | +11.1% | -37.0% | -30.7% |
| 1Y | -18.3% | +4.9% | -23.2% | -21.2% |
| 3Y | +315.8% | +58.6% | +257.2% | +213.7% |
| All | +222.0% | +46.4% | +175.6% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling