+451.7%
KGC vs TNA
-26.1%
+477.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.7% |
| 7D | -8.4% | -7.6% | -0.8% | -6.9% |
| 30D | +6.3% | -13.6% | +20.0% | +9.7% |
| 3M | +22.4% | +2.8% | +19.6% | +21.6% |
| 6M | -11.4% | +34.5% | -45.9% | -16.7% |
| YTD | +3.1% | +41.0% | -37.9% | -3.9% |
| 1Y | +26.6% | +52.0% | -25.4% | +15.8% |
| 3Y | +525.6% | +103.5% | +422.1% | +402.0% |
| 5Y | +451.7% | -22.5% | +474.2% | +380.3% |
| All | +451.7% | -26.1% | +477.7% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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