-19.1%
TE vs KGC
+548.3%
-567.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.1% |
| 7D | +15.0% | -0.1% | +15.1% | +14.9% |
| 30D | -7.5% | +10.5% | -18.0% | -12.2% |
| 3M | -42.0% | +19.8% | -61.8% | -46.8% |
| 6M | -31.4% | -6.7% | -24.8% | -30.5% |
| YTD | -26.5% | +7.8% | -34.3% | -29.6% |
| 1Y | +153.1% | +35.7% | +117.4% | +123.9% |
| All | -19.1% | +548.3% | -567.4% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling