+65.5%
KGC vs DVA
+5,194.7%
-5,129.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +20.3% | -2.5% | +22.8% | +20.5% |
| 3M | +8.1% | -4.3% | +12.3% | +8.0% |
| 6M | -8.8% | +18.9% | -27.6% | -10.4% |
| YTD | +10.1% | +61.9% | -51.9% | +5.2% |
| 1Y | +44.2% | +35.7% | +8.5% | +39.6% |
| 3Y | +533.0% | +78.6% | +454.4% | +495.5% |
| 5Y | +443.0% | +39.2% | +403.8% | +415.3% |
| 10Y | +678.6% | +184.0% | +494.5% | +593.2% |
| All | +65.5% | +5,194.7% | -5,129.2% | +18.9% |
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