+451.7%
KGC vs TCOM
+21.5%
+430.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -4.1% |
| 7D | -8.4% | -6.5% | -1.9% | -7.5% |
| 30D | +6.3% | -16.2% | +22.6% | +9.2% |
| 3M | +22.4% | -19.3% | +41.8% | +26.0% |
| 6M | -11.4% | -27.2% | +15.8% | -7.3% |
| YTD | +3.1% | -46.2% | +49.3% | +12.5% |
| 1Y | +26.6% | -46.6% | +73.2% | +38.1% |
| 3Y | +525.6% | +8.4% | +517.2% | +491.3% |
| 5Y | +451.7% | +25.8% | +425.8% | +392.6% |
| All | +451.7% | +21.5% | +430.1% | +392.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling