-53.2%
TE vs KGC
+666.4%
-719.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | -15.9% | +20.3% | -36.2% | -20.3% |
| 3M | -60.5% | +8.1% | -68.6% | -61.3% |
| 6M | -35.2% | -8.8% | -26.4% | -34.0% |
| YTD | -31.1% | +10.1% | -41.2% | -32.9% |
| 1Y | +148.6% | +44.2% | +104.4% | +128.7% |
| 3Y | -26.4% | +533.0% | -559.4% | -50.9% |
| 5Y | -48.0% | +443.0% | -491.0% | -65.9% |
| All | -53.2% | +666.4% | -719.5% | -68.8% |
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