+527.8%
KGC vs TMF
-84.4%
+612.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.5% | +1.2% | +9.3% | +10.3% |
| 30D | -4.1% | +19.7% | -23.8% | -7.0% |
| 3M | -13.1% | -2.1% | -11.0% | -12.8% |
| 6M | -27.5% | -13.4% | -14.1% | -25.8% |
| YTD | -20.7% | -16.7% | -4.0% | -18.5% |
| 1Y | -6.1% | -23.3% | +17.3% | -2.2% |
| 3Y | +318.6% | -24.8% | +343.4% | +324.1% |
| 5Y | +289.9% | -88.0% | +378.0% | +420.1% |
| All | +527.8% | -84.4% | +612.2% | +512.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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