-18.3%
KGC vs TCOM
-41.4%
+23.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -6.7% | -1.8% | -4.9% | -6.4% |
| 30D | -6.7% | +12.1% | -18.7% | -8.1% |
| 3M | -22.6% | -3.2% | -19.4% | -22.2% |
| 6M | -33.4% | -16.6% | -16.8% | -31.0% |
| YTD | -26.0% | -39.4% | +13.4% | -20.8% |
| 1Y | -18.3% | -41.5% | +23.2% | -10.4% |
| All | -18.3% | -41.4% | +23.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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