+25.7%
KGC vs DVA
+36.3%
-10.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -5.6% | -1.3% | -4.3% | -5.6% |
| 30D | +6.1% | 0.0% | +6.1% | +6.2% |
| 3M | +17.3% | -10.9% | +28.3% | +15.8% |
| 6M | -10.3% | +17.3% | -27.6% | -13.7% |
| YTD | +3.9% | +59.8% | -55.9% | -0.5% |
| 1Y | +25.7% | +36.3% | -10.5% | +19.2% |
| All | +25.7% | +36.3% | -10.6% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling