+474.0%
KGC vs TECK
+2,171.4%
-1,697.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -1.3% | -0.3% | -0.9% | -1.1% |
| 30D | +20.3% | +4.6% | +15.7% | +18.8% |
| 3M | +8.1% | +2.8% | +5.2% | +7.4% |
| 6M | -8.8% | +24.9% | -33.7% | -14.5% |
| YTD | +10.1% | +44.7% | -34.7% | -1.4% |
| 1Y | +44.2% | +112.0% | -67.8% | +14.5% |
| 3Y | +533.0% | +67.6% | +465.4% | +427.3% |
| 5Y | +443.0% | +200.3% | +242.7% | +265.6% |
| 10Y | +678.6% | +358.2% | +320.3% | +270.4% |
| All | +474.0% | +2,171.4% | -1,697.4% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling