+309.3%
TEL vs KGC
+698.0%
-388.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +1.6% | -5.6% | +7.2% | +2.2% |
| 30D | -0.7% | +6.1% | -6.8% | -1.4% |
| 3M | +2.4% | +17.3% | -14.9% | +0.4% |
| 6M | +4.1% | -10.3% | +14.4% | +4.7% |
| YTD | -5.8% | +3.9% | -9.7% | -6.8% |
| 1Y | +0.9% | +25.7% | -24.9% | -2.0% |
| 3Y | +72.6% | +526.0% | -453.4% | +43.1% |
| 5Y | +57.5% | +455.5% | -397.9% | +29.5% |
| All | +309.3% | +698.0% | -388.7% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling