+526.0%
KGC vs TPG
+81.8%
+444.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -5.6% | -9.4% | +3.8% | -4.0% |
| 30D | +6.1% | -5.3% | +11.4% | +7.1% |
| 3M | +17.3% | +12.9% | +4.4% | +14.6% |
| 6M | -10.3% | +20.1% | -30.4% | -13.3% |
| YTD | +3.9% | -22.5% | +26.3% | +6.8% |
| 1Y | +25.7% | -19.7% | +45.4% | +28.4% |
| 3Y | +526.0% | +81.2% | +444.8% | +420.8% |
| All | +526.0% | +81.8% | +444.2% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling