+585.5%
KGC vs TECK
+203.4%
+382.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.5% |
| 7D | -4.1% | +2.1% | -6.2% | -4.6% |
| 30D | -11.6% | -8.9% | -2.7% | -9.4% |
| 3M | -24.5% | -7.1% | -17.4% | -23.0% |
| 6M | -34.6% | -7.0% | -27.6% | -33.2% |
| YTD | -26.2% | +28.3% | -54.5% | -29.9% |
| 1Y | -20.1% | +40.6% | -60.7% | -25.8% |
| 3Y | +312.4% | +78.2% | +234.2% | +261.9% |
| 5Y | +224.9% | +129.5% | +95.4% | +172.4% |
| All | +585.5% | +203.4% | +382.1% | +419.2% |
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