+712.7%
TEL vs KGC
+93.2%
+619.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 6M | +5.0% | -33.4% | +38.4% | +9.0% |
| YTD | -3.9% | -26.0% | +22.1% | -1.6% |
| 1Y | -7.4% | -18.3% | +10.9% | -6.2% |
| 3Y | +81.0% | +315.8% | -234.8% | +53.2% |
| 5Y | +42.3% | +225.7% | -183.4% | +21.2% |
| 10Y | +284.8% | +610.5% | -325.6% | +190.6% |
| All | +712.7% | +93.2% | +619.6% | +516.1% |
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 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