+660.5%
KGC vs TKO
+989.7%
-329.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | +6.1% | -2.5% | +8.6% | +6.4% |
| 3M | +17.3% | -10.6% | +27.9% | +18.4% |
| 6M | -10.3% | -5.1% | -5.2% | -10.0% |
| YTD | +3.9% | -8.2% | +12.1% | +4.4% |
| 1Y | +25.7% | -4.4% | +30.2% | +25.9% |
| 3Y | +526.0% | +100.4% | +425.6% | +491.9% |
| 5Y | +455.5% | +294.3% | +161.2% | +411.1% |
| All | +660.5% | +989.7% | -329.1% | +672.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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