+148.6%
TE vs KGC
+43.6%
+105.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.7% |
| 7D | -4.0% | -1.3% | -2.7% | -3.2% |
| 30D | -15.9% | +20.3% | -36.2% | -25.5% |
| 3M | -60.5% | +8.1% | -68.6% | -62.4% |
| 6M | -35.2% | -8.8% | -26.4% | -33.4% |
| YTD | -31.1% | +10.1% | -41.2% | -35.9% |
| 1Y | +148.6% | +44.2% | +104.4% | +158.3% |
| All | +148.6% | +43.6% | +105.0% | +158.3% |
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