+660.5%
KGC vs TD
+306.3%
+354.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | +6.1% | -1.9% | +8.0% | +6.8% |
| 3M | +17.3% | +4.8% | +12.6% | +15.3% |
| 6M | -10.3% | +28.0% | -38.3% | -17.4% |
| YTD | +3.9% | +30.3% | -26.4% | -4.9% |
| 1Y | +25.7% | +59.8% | -34.0% | +8.1% |
| 3Y | +526.0% | +124.7% | +401.3% | +382.8% |
| 5Y | +455.5% | +127.0% | +328.5% | +334.5% |
| All | +660.5% | +306.3% | +354.2% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling