+44.2%
KGC vs TLN
-17.2%
+61.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.0% | -3.5% |
| 7D | -1.3% | +7.1% | -8.3% | -3.5% |
| 30D | +20.3% | -3.9% | +24.2% | +21.5% |
| 3M | +8.1% | -16.2% | +24.2% | +13.4% |
| 6M | -8.8% | -5.8% | -3.0% | -7.4% |
| YTD | +10.1% | -15.4% | +25.5% | +12.1% |
| 1Y | +44.2% | -16.7% | +60.9% | +47.8% |
| All | +44.2% | -17.2% | +61.4% | +47.8% |
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