+318.5%
KGC vs TCOM
+2,694.8%
-2,376.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.3% | -9.5% | +8.2% | +0.1% |
| 30D | +20.3% | -10.7% | +31.0% | +22.3% |
| 3M | +8.1% | -14.6% | +22.7% | +10.2% |
| 6M | -8.8% | -19.3% | +10.6% | -6.2% |
| YTD | +10.1% | -42.9% | +53.0% | +18.6% |
| 1Y | +44.2% | -43.8% | +88.0% | +55.7% |
| 3Y | +533.0% | +2.1% | +530.9% | +510.1% |
| 5Y | +443.0% | +31.2% | +411.8% | +385.1% |
| 10Y | +678.6% | -13.9% | +692.5% | +597.0% |
| All | +318.5% | +2,694.8% | -2,376.3% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling