+445.9%
KGC vs TRI
-10.0%
+455.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -5.6% | -7.9% | +2.2% | -4.6% |
| 30D | +6.1% | -4.5% | +10.7% | +6.8% |
| 3M | +17.3% | +22.1% | -4.8% | +12.4% |
| 6M | -10.3% | -2.8% | -7.5% | -10.1% |
| YTD | +3.9% | -23.4% | +27.3% | +12.4% |
| 1Y | +25.7% | -41.5% | +67.3% | +51.6% |
| 3Y | +526.0% | -19.2% | +545.2% | +525.6% |
| All | +445.9% | -10.0% | +455.9% | +384.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling