+346.4%
KGC vs TKO
+1,439.7%
-1,093.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -2.6% |
| 7D | +2.4% | +7.2% | -4.7% | +2.0% |
| 30D | +9.2% | +4.7% | +4.5% | +8.9% |
| 3M | +16.7% | -3.2% | +20.0% | +16.9% |
| 6M | -7.0% | -2.9% | -4.1% | -6.9% |
| YTD | +7.5% | -5.8% | +13.3% | +7.7% |
| 1Y | +34.4% | -1.1% | +35.4% | +34.2% |
| 3Y | +552.0% | +111.1% | +440.9% | +523.8% |
| 5Y | +454.5% | +315.6% | +139.0% | +413.7% |
| 10Y | +658.7% | +978.5% | -319.8% | +562.2% |
| All | +346.4% | +1,439.7% | -1,093.4% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling