+207.3%
KGC vs DTE
+3,620.6%
-3,413.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -6.7% | +3.4% | -10.1% | -7.4% |
| 30D | -6.7% | +8.9% | -15.5% | -8.6% |
| 3M | -22.6% | +1.1% | -23.6% | -22.8% |
| 6M | -33.4% | +0.1% | -33.5% | -33.6% |
| YTD | -26.0% | +11.1% | -37.0% | -28.1% |
| 1Y | -18.3% | +4.9% | -23.2% | -19.5% |
| 3Y | +315.8% | +58.6% | +257.2% | +271.2% |
| 5Y | +225.7% | +47.3% | +178.4% | +196.1% |
| 10Y | +610.5% | +151.3% | +459.1% | +467.9% |
| All | +207.3% | +3,620.6% | -3,413.2% | +101.4% |
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 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