+222.0%
KGC vs TNA
+1,004.3%
-782.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +20.3% | -4.9% | +25.2% | +21.2% |
| 3M | +8.1% | +0.4% | +7.7% | +8.0% |
| 6M | -8.8% | +32.5% | -41.3% | -12.6% |
| YTD | +10.1% | +53.7% | -43.7% | +3.1% |
| 1Y | +44.2% | +65.1% | -20.9% | +33.3% |
| 3Y | +533.0% | +98.4% | +434.6% | +441.4% |
| 5Y | +443.0% | -22.5% | +465.5% | +398.7% |
| 10Y | +678.6% | +82.5% | +596.0% | +434.8% |
| All | +222.0% | +1,004.3% | -782.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling