+590.1%
KGC vs TW
+291.9%
+298.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.0% |
| 7D | +8.0% | +3.1% | +4.9% | +7.3% |
| 30D | -9.3% | +16.7% | -26.0% | -12.3% |
| 3M | -21.3% | +25.2% | -46.5% | -25.2% |
| 6M | -31.5% | +19.5% | -50.9% | -34.6% |
| YTD | -23.2% | +21.0% | -44.2% | -27.6% |
| 1Y | -15.0% | +19.0% | -34.0% | -19.6% |
| 3Y | +328.7% | +40.7% | +288.0% | +283.9% |
| 5Y | +262.9% | +40.1% | +222.7% | +217.4% |
| All | +590.1% | +291.9% | +298.1% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling