-24.8%
TEM vs KGC
+28.8%
-53.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.2% |
| 7D | -9.2% | -8.4% | -0.7% | -5.4% |
| 30D | +5.5% | +6.3% | -0.9% | +3.8% |
| 3M | +18.7% | +22.4% | -3.7% | +10.8% |
| 6M | +15.4% | -11.4% | +26.8% | +18.9% |
| YTD | -0.5% | +3.1% | -3.7% | -4.4% |
| 1Y | -24.8% | +26.6% | -51.5% | -33.7% |
| All | -24.8% | +28.8% | -53.6% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling