+609.9%
KGC vs TSLQ
-97.8%
+707.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.5% |
| 7D | -6.7% | -16.8% | +10.2% | -7.7% |
| 30D | -6.7% | -18.0% | +11.3% | -7.5% |
| 3M | -22.6% | -34.5% | +11.9% | -24.0% |
| 6M | -33.4% | -8.9% | -24.5% | -32.7% |
| YTD | -26.0% | -19.0% | -7.0% | -25.3% |
| 1Y | -18.3% | -38.2% | +19.9% | -18.3% |
| 3Y | +315.8% | -96.9% | +412.7% | +279.6% |
| All | +609.9% | -97.8% | +707.7% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling