+26.6%
KGC vs TXG
+392.4%
-365.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -8.4% | +5.0% | -13.4% | -9.8% |
| 30D | +6.3% | +13.5% | -7.2% | +2.5% |
| 3M | +22.4% | +128.0% | -105.6% | -3.5% |
| 6M | -11.4% | +224.4% | -235.9% | -36.7% |
| YTD | +3.1% | +307.0% | -303.8% | -29.8% |
| 1Y | +26.6% | +427.2% | -400.6% | -19.6% |
| All | +26.6% | +392.4% | -365.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling