+580.3%
KGC vs TXG
+22.9%
+557.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | -8.4% | +5.0% | -13.4% | -9.1% |
| 30D | +6.3% | +13.5% | -7.2% | +4.5% |
| 3M | +22.4% | +128.0% | -105.6% | +9.1% |
| 6M | -11.4% | +224.4% | -235.9% | -24.9% |
| YTD | +3.1% | +307.0% | -303.8% | -14.9% |
| 1Y | +26.6% | +427.2% | -400.6% | +0.7% |
| 3Y | +525.6% | +40.2% | +485.4% | +461.4% |
| 5Y | +451.7% | -64.0% | +515.7% | +439.7% |
| All | +580.3% | +22.9% | +557.3% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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