+833.7%
KGC vs TW
+206.7%
+627.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -5.6% | -4.5% | -1.2% | -4.7% |
| 30D | +6.1% | -2.3% | +8.4% | +6.6% |
| 3M | +17.3% | +2.6% | +14.7% | +16.0% |
| 6M | -10.3% | -17.5% | +7.3% | -6.9% |
| YTD | +3.9% | -5.3% | +9.2% | +3.4% |
| 1Y | +25.7% | -14.8% | +40.5% | +28.7% |
| 3Y | +526.0% | +18.8% | +507.1% | +478.9% |
| 5Y | +455.5% | +20.7% | +434.7% | +399.8% |
| All | +833.7% | +206.7% | +627.0% | +600.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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