+52.2%
TEM vs KGC
+309.8%
-257.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -4.9% | -4.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | +11.3% | +10.5% | +0.8% | +8.4% |
| 3M | +25.5% | +19.8% | +5.7% | +19.0% |
| 6M | +17.1% | -6.7% | +23.8% | +18.1% |
| YTD | +3.8% | +7.8% | -4.0% | +0.5% |
| 1Y | -24.4% | +35.7% | -60.0% | -30.4% |
| All | +52.2% | +309.8% | -257.5% | -0.3% |
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