+222.0%
KGC vs TRI
+0.5%
+221.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.7% | -2.9% | -3.7% | -6.4% |
| 30D | -6.7% | +3.7% | -10.4% | -7.3% |
| 3M | -22.6% | +3.7% | -26.3% | -23.2% |
| 6M | -33.4% | +35.1% | -68.6% | -37.5% |
| YTD | -26.0% | -14.0% | -12.0% | -21.2% |
| 1Y | -18.3% | -19.0% | +0.7% | -10.9% |
| 3Y | +315.8% | -12.0% | +327.8% | +313.3% |
| All | +222.0% | +0.5% | +221.5% | +177.1% |
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