-80.5%
TE vs KGC
+415.4%
-495.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -19.1% | -6.7% | -12.4% | -17.4% |
| 30D | -34.1% | -6.7% | -27.5% | -33.1% |
| 3M | -60.1% | -22.6% | -37.5% | -57.3% |
| 6M | -66.0% | -33.4% | -32.5% | -61.8% |
| YTD | -71.4% | -26.0% | -45.4% | -68.9% |
| 1Y | -45.3% | -18.3% | -27.0% | -41.6% |
| 3Y | +9.1% | +315.8% | -306.6% | -18.2% |
| 5Y | -82.6% | +225.7% | -308.3% | -87.3% |
| All | -80.5% | +415.4% | -495.9% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling