+388.2%
KGC vs TXG
+7.8%
+380.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | -6.7% | -1.8% | -4.8% | -6.4% |
| 30D | -6.7% | -20.4% | +13.7% | -4.2% |
| 3M | -22.6% | +0.1% | -22.6% | -23.6% |
| 6M | -33.4% | +176.2% | -209.6% | -42.9% |
| YTD | -26.0% | +256.8% | -282.8% | -38.7% |
| 1Y | -18.3% | +255.9% | -274.2% | -32.4% |
| 3Y | +315.8% | +60.2% | +255.6% | +262.6% |
| 5Y | +225.7% | -65.1% | +290.8% | +217.4% |
| All | +388.2% | +7.8% | +380.4% | +308.3% |
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