+357.0%
KGC vs DTE
+3,490.8%
-3,133.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +20.3% | -2.6% | +22.8% | +21.0% |
| 3M | +8.1% | -3.9% | +12.0% | +8.9% |
| 6M | -8.8% | -7.9% | -0.9% | -7.2% |
| YTD | +10.1% | +7.2% | +2.9% | +7.9% |
| 1Y | +44.2% | +3.1% | +41.1% | +42.8% |
| 3Y | +533.0% | +47.6% | +485.4% | +475.2% |
| 5Y | +443.0% | +32.7% | +410.3% | +405.2% |
| 10Y | +678.6% | +138.8% | +539.8% | +530.3% |
| All | +357.0% | +3,490.8% | -3,133.8% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling