+11.3%
KGC vs DVA
+4,923.3%
-4,912.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -6.7% | -8.8% | +2.1% | -6.0% |
| 30D | -6.7% | -3.4% | -3.3% | -6.4% |
| 3M | -22.6% | -2.6% | -20.0% | -22.5% |
| 6M | -33.4% | -11.9% | -21.5% | -33.1% |
| YTD | -26.0% | +53.6% | -79.6% | -29.0% |
| 1Y | -18.3% | +41.9% | -60.2% | -21.1% |
| 3Y | +315.8% | +97.5% | +218.3% | +288.9% |
| 5Y | +225.7% | +65.0% | +160.7% | +205.7% |
| 10Y | +610.5% | +193.2% | +417.2% | +530.9% |
| All | +11.3% | +4,923.3% | -4,912.0% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling