+655.3%
KGC vs DVA
+187.5%
+467.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +6.3% | +1.7% | +4.7% | +6.2% |
| 3M | +22.4% | -8.7% | +31.1% | +22.7% |
| 6M | -11.4% | +19.7% | -31.1% | -13.7% |
| YTD | +3.1% | +59.6% | -56.5% | -2.5% |
| 1Y | +26.6% | +37.1% | -10.5% | +21.3% |
| 3Y | +525.6% | +89.8% | +435.8% | +474.3% |
| 5Y | +451.7% | +47.4% | +404.3% | +407.7% |
| All | +655.3% | +187.5% | +467.9% | +586.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling