-84.3%
TE vs KGC
+226.6%
-311.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -19.1% | -6.7% | -12.4% | -16.4% |
| 30D | -34.1% | -6.7% | -27.5% | -32.5% |
| 3M | -60.1% | -22.6% | -37.5% | -55.7% |
| 6M | -66.0% | -33.4% | -32.5% | -59.3% |
| YTD | -71.4% | -26.0% | -45.4% | -67.8% |
| 1Y | -45.3% | -18.3% | -27.0% | -40.4% |
| 3Y | +9.1% | +315.8% | -306.6% | -43.2% |
| All | -84.3% | +226.6% | -311.0% | -88.9% |
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 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