+126.1%
TDG vs KGC
+435.7%
-309.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.7% | -8.4% | +5.7% | -1.8% |
| 30D | -9.3% | +6.3% | -15.6% | -10.0% |
| 3M | -7.1% | +22.4% | -29.5% | -9.5% |
| 6M | -11.2% | -11.4% | +0.3% | -10.5% |
| YTD | -15.3% | +3.1% | -18.4% | -16.7% |
| 1Y | -12.5% | +26.6% | -39.1% | -16.6% |
| 3Y | +51.2% | +525.6% | -474.4% | +6.9% |
| 5Y | +126.1% | +451.7% | -325.5% | +61.5% |
| All | +126.1% | +435.7% | -309.6% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling