+552.0%
KGC vs TW
+21.9%
+530.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.1% |
| 7D | +2.4% | -3.5% | +5.9% | +2.7% |
| 30D | +9.2% | +0.5% | +8.7% | +9.1% |
| 3M | +16.7% | +4.9% | +11.8% | +15.9% |
| 6M | -7.0% | -17.1% | +10.1% | -4.6% |
| YTD | +7.5% | -3.9% | +11.3% | +6.9% |
| 1Y | +34.4% | -13.3% | +47.6% | +37.4% |
| 3Y | +552.0% | +20.9% | +531.1% | +559.0% |
| All | +552.0% | +21.9% | +530.1% | +559.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling