+543.2%
KGC vs TENB
+22.6%
+520.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -6.7% | -3.3% | -3.4% | -6.4% |
| 30D | -6.7% | +6.9% | -13.6% | -7.4% |
| 3M | -22.6% | +1.8% | -24.4% | -23.1% |
| 6M | -33.4% | +98.1% | -131.5% | -38.3% |
| YTD | -26.0% | +73.2% | -99.2% | -30.8% |
| 1Y | -18.3% | +50.7% | -69.0% | -22.5% |
| 3Y | +315.8% | +9.3% | +306.5% | +306.3% |
| 5Y | +225.7% | -25.1% | +250.8% | +222.0% |
| All | +543.2% | +22.6% | +520.5% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling