-5.8%
TDG vs KGC
-5.3%
-0.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.7% | +0.2% |
| 7D | +7.1% | -6.8% | +13.9% | +7.4% |
| 30D | +11.4% | -9.2% | +20.5% | +11.8% |
| 3M | -4.6% | -9.1% | +4.6% | -4.8% |
| 6M | +5.8% | -25.7% | +31.5% | +7.0% |
| YTD | -8.5% | -23.6% | +15.1% | -7.1% |
| 1Y | -5.8% | -4.3% | -1.5% | -3.7% |
| All | -5.8% | -5.3% | -0.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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