+889.3%
KGC vs TSLQ
-97.2%
+986.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.1% |
| 7D | -8.4% | +5.7% | -14.1% | -8.0% |
| 30D | +6.3% | -21.1% | +27.4% | +5.2% |
| 3M | +22.4% | -11.5% | +34.0% | +22.9% |
| 6M | -11.4% | -14.9% | +3.5% | -10.5% |
| YTD | +3.1% | +2.4% | +0.7% | +5.2% |
| 1Y | +26.6% | -49.8% | +76.4% | +26.5% |
| 3Y | +525.6% | -95.8% | +621.4% | +479.9% |
| All | +889.3% | -97.2% | +986.5% | +899.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling