-45.4%
TE vs KGC
+454.1%
-499.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.0% |
| 3M | -42.0% | +19.8% | -61.8% | -46.6% |
| 6M | -31.4% | -6.7% | -24.8% | -30.2% |
| YTD | -26.5% | +7.8% | -34.3% | -29.6% |
| 1Y | +153.1% | +35.7% | +117.4% | +121.6% |
| 3Y | -20.7% | +553.7% | -574.4% | -65.2% |
| 5Y | -45.4% | +461.7% | -507.1% | -73.2% |
| All | -45.4% | +454.1% | -499.6% | -73.2% |
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