+549.6%
KGC vs TXG
+41.0%
+508.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -0.1% | +9.1% | -9.2% | -1.4% |
| 30D | +10.5% | +14.9% | -4.4% | +8.2% |
| 3M | +19.8% | +120.0% | -100.2% | +6.9% |
| 6M | -6.7% | +221.8% | -228.5% | -20.8% |
| YTD | +7.8% | +312.6% | -304.8% | -10.8% |
| 1Y | +35.7% | +398.4% | -362.8% | +9.9% |
| All | +549.6% | +41.0% | +508.6% | +537.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling