-20.1%
KGC vs TECK
+42.2%
-62.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -0.8% |
| 7D | -4.1% | +2.1% | -6.2% | -5.5% |
| 30D | -11.6% | -8.9% | -2.7% | -6.0% |
| 3M | -24.5% | -7.1% | -17.4% | -21.0% |
| 6M | -34.6% | -7.0% | -27.6% | -31.8% |
| YTD | -26.2% | +28.3% | -54.5% | -35.3% |
| 1Y | -20.1% | +40.6% | -60.7% | -33.5% |
| All | -20.1% | +42.2% | -62.3% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling