+463.0%
KGC vs TMF
-87.5%
+550.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | -1.3% | -1.4% | +0.2% | -1.1% |
| 30D | +20.3% | -2.8% | +23.1% | +20.7% |
| 3M | +8.1% | -10.9% | +19.0% | +9.6% |
| 6M | -8.8% | -21.3% | +12.6% | -6.2% |
| YTD | +10.1% | -15.9% | +25.9% | +12.2% |
| 1Y | +44.2% | -15.7% | +60.0% | +46.7% |
| 3Y | +533.0% | -43.4% | +576.4% | +561.5% |
| All | +463.0% | -87.5% | +550.5% | +497.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling