+477.6%
KGC vs TPG
+78.6%
+399.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.1% |
| 7D | -0.1% | -6.5% | +6.4% | +1.3% |
| 30D | +10.5% | +0.1% | +10.4% | +10.3% |
| 3M | +19.8% | +14.5% | +5.3% | +16.1% |
| 6M | -6.7% | +17.3% | -24.0% | -10.3% |
| YTD | +7.8% | -20.5% | +28.3% | +11.6% |
| 1Y | +35.7% | -13.2% | +48.9% | +37.4% |
| 3Y | +553.7% | +87.7% | +466.0% | +427.0% |
| All | +477.6% | +78.6% | +399.0% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling