+660.5%
KGC vs TRI
+196.2%
+464.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -5.6% | -7.9% | +2.2% | -4.5% |
| 30D | +6.1% | -4.5% | +10.7% | +6.8% |
| 3M | +17.3% | +22.1% | -4.8% | +12.1% |
| 6M | -10.3% | -2.8% | -7.5% | -10.8% |
| YTD | +3.9% | -23.4% | +27.3% | +9.1% |
| 1Y | +25.7% | -41.5% | +67.3% | +42.6% |
| 3Y | +526.0% | -19.2% | +545.2% | +539.3% |
| 5Y | +455.5% | -9.4% | +464.9% | +441.9% |
| All | +660.5% | +196.2% | +464.3% | +503.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling