+331.2%
KGC vs TD
+133.1%
+198.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | +8.0% | -0.7% | +8.7% | +8.5% |
| 30D | -9.3% | +7.6% | -16.9% | -13.4% |
| 3M | -21.3% | +3.0% | -24.3% | -22.9% |
| 6M | -31.5% | +16.8% | -48.3% | -38.1% |
| YTD | -23.2% | +34.3% | -57.6% | -36.0% |
| 1Y | -15.0% | +56.0% | -71.0% | -34.3% |
| All | +331.2% | +133.1% | +198.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling