+660.5%
KGC vs TECK
+377.7%
+282.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -3.8% | -1.8% | -4.7% |
| 30D | +6.1% | +0.7% | +5.4% | +6.0% |
| 3M | +17.3% | +4.6% | +12.7% | +16.0% |
| 6M | -10.3% | +25.1% | -35.4% | -14.8% |
| YTD | +3.9% | +39.2% | -35.3% | -3.7% |
| 1Y | +25.7% | +60.3% | -34.6% | +12.9% |
| 3Y | +526.0% | +62.9% | +463.1% | +452.5% |
| 5Y | +455.5% | +181.5% | +274.0% | +344.9% |
| All | +660.5% | +377.7% | +282.9% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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