+222.0%
KGC vs TMF
-88.6%
+310.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -6.7% | -9.3% | +2.6% | -5.3% |
| 30D | -6.7% | +1.9% | -8.6% | -6.9% |
| 3M | -22.6% | -11.2% | -11.3% | -21.3% |
| 6M | -33.4% | -17.7% | -15.7% | -31.7% |
| YTD | -26.0% | -24.5% | -1.5% | -23.4% |
| 1Y | -18.3% | -29.4% | +11.1% | -14.8% |
| 3Y | +315.8% | -33.4% | +349.2% | +328.3% |
| All | +222.0% | -88.6% | +310.6% | +244.2% |
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