+285.8%
TEL vs KGC
+637.7%
-351.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.5% | -6.7% | +11.2% | +5.3% |
| 30D | +2.9% | -6.7% | +9.6% | +3.6% |
| 3M | +1.1% | -22.6% | +23.7% | +3.7% |
| 6M | +5.0% | -33.4% | +38.4% | +9.1% |
| YTD | -3.9% | -26.0% | +22.1% | -1.5% |
| 1Y | -7.4% | -18.3% | +10.9% | -6.0% |
| 3Y | +81.0% | +315.8% | -234.8% | +55.1% |
| 5Y | +42.3% | +225.7% | -183.4% | +21.4% |
| All | +285.8% | +637.7% | -351.9% | +222.5% |
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 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