+451.7%
KGC vs DTE
+31.2%
+420.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.7% |
| 7D | -8.4% | -2.0% | -6.4% | -7.5% |
| 30D | +6.3% | -2.4% | +8.7% | +7.5% |
| 3M | +22.4% | -7.3% | +29.7% | +26.7% |
| 6M | -11.4% | -7.6% | -3.8% | -8.4% |
| YTD | +3.1% | +5.8% | -2.7% | -1.0% |
| 1Y | +26.6% | +2.3% | +24.3% | +23.8% |
| 3Y | +525.6% | +45.0% | +480.6% | +396.7% |
| 5Y | +451.7% | +33.2% | +418.4% | +370.9% |
| All | +451.7% | +31.2% | +420.4% | +370.9% |
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