-4.3%
KGC vs TLN
-17.6%
+13.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -8.5% | +16.0% | +9.6% |
| 7D | -6.8% | -6.0% | -0.8% | -5.7% |
| 30D | -9.2% | -1.5% | -7.6% | -9.6% |
| 3M | -9.1% | -3.9% | -5.2% | -9.4% |
| 6M | -25.7% | -15.0% | -10.6% | -23.8% |
| YTD | -23.6% | -12.8% | -10.8% | -23.9% |
| 1Y | -4.3% | -17.3% | +13.0% | -0.6% |
| All | -4.3% | -17.6% | +13.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling