+236.8%
KGC vs TMF
-88.2%
+325.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +0.2% | -3.4% | +3.6% | +0.7% |
| 30D | -8.8% | +11.5% | -20.3% | -10.2% |
| 3M | -21.1% | -4.5% | -16.6% | -20.6% |
| 6M | -32.3% | -15.0% | -17.4% | -30.9% |
| YTD | -23.5% | -19.9% | -3.6% | -21.4% |
| 1Y | -15.0% | -26.6% | +11.6% | -11.9% |
| 3Y | +327.5% | -29.8% | +357.3% | +337.1% |
| All | +236.8% | -88.2% | +325.0% | +254.2% |
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