+552.0%
KGC vs TD
+128.4%
+423.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +2.4% | +0.9% | +1.6% | +2.0% |
| 30D | +9.2% | -0.7% | +9.9% | +9.5% |
| 3M | +16.7% | +6.3% | +10.5% | +11.9% |
| 6M | -7.0% | +27.9% | -34.9% | -20.1% |
| YTD | +7.5% | +29.8% | -22.3% | -8.3% |
| 1Y | +34.4% | +63.7% | -29.3% | +1.8% |
| 3Y | +552.0% | +128.3% | +423.6% | +308.6% |
| All | +552.0% | +128.4% | +423.6% | +308.6% |
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