+461.7%
KGC vs TECK
+213.6%
+248.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.3% |
| 7D | -0.1% | +4.9% | -5.0% | -2.3% |
| 30D | +10.5% | +5.2% | +5.3% | +8.1% |
| 3M | +19.8% | +13.8% | +6.0% | +13.1% |
| 6M | -6.7% | +38.5% | -45.2% | -18.5% |
| YTD | +7.8% | +47.3% | -39.6% | -8.1% |
| 1Y | +35.7% | +81.0% | -45.3% | +6.7% |
| 3Y | +553.7% | +79.9% | +473.8% | +398.9% |
| 5Y | +461.7% | +207.9% | +253.8% | +266.8% |
| All | +461.7% | +213.6% | +248.0% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling