+222.0%
KGC vs TCOM
+40.6%
+181.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 3M | -22.6% | -3.2% | -19.4% | -22.2% |
| 6M | -33.4% | -16.6% | -16.8% | -31.8% |
| YTD | -26.0% | -39.4% | +13.4% | -20.7% |
| 1Y | -18.3% | -41.5% | +23.2% | -12.0% |
| 3Y | +315.8% | +24.4% | +291.4% | +284.5% |
| All | +222.0% | +40.6% | +181.4% | +179.9% |
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