-4.3%
KGC vs TSLQ
-17.8%
+13.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.4% | +1.0% | +8.6% |
| 7D | -6.8% | +9.8% | -16.6% | -5.2% |
| 30D | -9.2% | -6.0% | -3.1% | -9.7% |
| 3M | -9.1% | -35.0% | +25.9% | -14.3% |
| 6M | -25.7% | -24.9% | -0.7% | -25.3% |
| YTD | -23.6% | -12.7% | -11.0% | -20.5% |
| 1Y | -4.3% | -21.0% | +16.7% | -1.7% |
| All | -4.3% | -17.8% | +13.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling