+545.3%
KGC vs TLN
+602.5%
-57.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.9% |
| 7D | +2.4% | +10.9% | -8.5% | +0.1% |
| 30D | +9.2% | -6.3% | +15.5% | +10.6% |
| 3M | +16.7% | -10.7% | +27.4% | +19.2% |
| 6M | -7.0% | +1.6% | -8.6% | -7.4% |
| YTD | +7.5% | -13.1% | +20.6% | +9.0% |
| 1Y | +34.4% | -15.1% | +49.4% | +36.9% |
| 3Y | +552.0% | +495.0% | +56.9% | +318.5% |
| All | +545.3% | +602.5% | -57.2% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling