+537.0%
TDG vs KGC
+698.0%
-161.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -1.9% | -5.6% | +3.8% | -1.6% |
| 30D | -7.7% | +6.1% | -13.8% | -8.1% |
| 3M | -9.3% | +17.3% | -26.7% | -10.4% |
| 6M | -9.4% | -10.3% | +0.9% | -9.1% |
| YTD | -14.3% | +3.9% | -18.1% | -14.9% |
| 1Y | -11.8% | +25.7% | -37.6% | -13.7% |
| 3Y | +52.0% | +526.0% | -474.0% | +32.9% |
| 5Y | +128.8% | +455.5% | -326.6% | +98.3% |
| All | +537.0% | +698.0% | -161.0% | +470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling