+222.0%
KGC vs TECK
+130.0%
+92.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.0% |
| 7D | -6.7% | -0.4% | -6.2% | -6.5% |
| 30D | -6.7% | -7.1% | +0.5% | -3.5% |
| 3M | -22.6% | -5.5% | -17.1% | -20.6% |
| 6M | -33.4% | -9.7% | -23.7% | -30.3% |
| YTD | -26.0% | +26.3% | -52.2% | -32.7% |
| 1Y | -18.3% | +44.4% | -62.7% | -29.8% |
| 3Y | +315.8% | +70.1% | +245.7% | +225.3% |
| All | +222.0% | +130.0% | +92.0% | +104.9% |
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