+406.7%
KGC vs TDY
+7,071.3%
-6,664.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +9.2% | -12.5% | +21.7% | +11.1% |
| 3M | +16.7% | -1.2% | +17.9% | +16.9% |
| 6M | -7.0% | -6.6% | -0.4% | -6.1% |
| YTD | +7.5% | +18.5% | -11.0% | +5.3% |
| 1Y | +34.4% | +10.8% | +23.6% | +32.7% |
| 3Y | +552.0% | +47.5% | +504.5% | +520.7% |
| 5Y | +454.5% | +35.8% | +418.7% | +431.6% |
| 10Y | +658.7% | +459.0% | +199.7% | +518.5% |
| All | +406.7% | +7,071.3% | -6,664.7% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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