-25.8%
TE vs KGC
-5.3%
-20.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -11.0% | -8.5% |
| 7D | +3.8% | -6.8% | +10.6% | +7.8% |
| 30D | -26.2% | -9.2% | -17.1% | -22.0% |
| 3M | -49.7% | -9.1% | -40.6% | -48.3% |
| 6M | -46.5% | -25.7% | -20.8% | -34.8% |
| YTD | -59.1% | -23.6% | -35.5% | -58.6% |
| 1Y | -25.8% | -4.3% | -21.5% | -50.6% |
| All | -25.8% | -5.3% | -20.5% | -50.6% |
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