+461.7%
KGC vs TW
+20.0%
+441.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +10.5% | -0.6% | +11.1% | +10.5% |
| 3M | +19.8% | +3.4% | +16.4% | +18.5% |
| 6M | -6.7% | -18.4% | +11.8% | -3.1% |
| YTD | +7.8% | -3.9% | +11.7% | +7.0% |
| 1Y | +35.7% | -13.3% | +49.0% | +38.5% |
| 3Y | +553.7% | +20.8% | +532.9% | +503.9% |
| 5Y | +461.7% | +20.3% | +441.4% | +411.7% |
| All | +461.7% | +20.0% | +441.6% | +411.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling