+144.9%
TE vs KGC
+28.8%
+116.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -4.1% |
| 7D | +0.9% | -8.4% | +9.3% | +6.3% |
| 30D | -16.3% | +6.3% | -22.6% | -20.0% |
| 3M | -40.8% | +22.4% | -63.2% | -48.2% |
| 6M | -42.6% | -11.4% | -31.2% | -39.8% |
| YTD | -31.4% | +3.1% | -34.6% | -33.7% |
| 1Y | +144.9% | +26.6% | +118.3% | +158.3% |
| All | +144.9% | +28.8% | +116.1% | +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