+51.8%
TEL vs KGC
+454.1%
-402.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -4.1% | +10.5% | -14.6% | -5.9% |
| 3M | -2.6% | +19.8% | -22.4% | -5.8% |
| 6M | 0.0% | -6.7% | +6.7% | +0.2% |
| YTD | -9.1% | +7.8% | -16.8% | -11.1% |
| 1Y | -0.8% | +35.7% | -36.5% | -6.4% |
| 3Y | +67.4% | +553.7% | -486.3% | +19.7% |
| 5Y | +51.8% | +461.7% | -409.9% | +8.4% |
| All | +51.8% | +454.1% | -402.4% | +8.4% |
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