+655.3%
KGC vs TRU
+144.8%
+510.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.4% | -9.4% | +1.0% | -6.9% |
| 30D | +6.3% | -4.1% | +10.5% | +7.1% |
| 3M | +22.4% | +13.6% | +8.9% | +19.5% |
| 6M | -11.4% | +3.6% | -15.0% | -12.4% |
| YTD | +3.1% | -9.8% | +13.0% | +3.8% |
| 1Y | +26.6% | -13.6% | +40.3% | +28.0% |
| 3Y | +525.6% | -2.0% | +527.5% | +496.4% |
| 5Y | +451.7% | -35.8% | +487.5% | +446.5% |
| All | +655.3% | +144.8% | +510.6% | +556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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