+286.0%
KGC vs TECK
+1,881.2%
-1,595.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.8% |
| 7D | -6.7% | -0.4% | -6.2% | -6.5% |
| 30D | -6.7% | -7.1% | +0.5% | -4.5% |
| 3M | -22.6% | -5.5% | -17.1% | -21.1% |
| 6M | -33.4% | -9.7% | -23.7% | -31.1% |
| YTD | -26.0% | +26.3% | -52.2% | -30.8% |
| 1Y | -18.3% | +44.4% | -62.7% | -26.8% |
| 3Y | +315.8% | +70.1% | +245.7% | +246.8% |
| 5Y | +225.7% | +125.8% | +99.9% | +140.7% |
| 10Y | +610.5% | +200.6% | +409.9% | +290.0% |
| All | +286.0% | +1,881.2% | -1,595.2% | +4.0% |
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