+461.7%
KGC vs DVA
+41.6%
+420.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.3% |
| 30D | +10.5% | -0.4% | +10.8% | +10.5% |
| 3M | +19.8% | -7.7% | +27.4% | +19.8% |
| 6M | -6.7% | +20.0% | -26.6% | -10.4% |
| YTD | +7.8% | +61.1% | -53.3% | -1.3% |
| 1Y | +35.7% | +33.9% | +1.8% | +27.6% |
| 3Y | +553.7% | +91.5% | +462.2% | +463.0% |
| 5Y | +461.7% | +41.8% | +419.9% | +400.5% |
| All | +461.7% | +41.6% | +420.1% | +400.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling