+59.7%
TEM vs KGC
+308.7%
-249.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +3.2% | +2.4% | +0.8% | +2.4% |
| 30D | +23.5% | +9.2% | +14.3% | +20.7% |
| 3M | +32.3% | +16.7% | +15.6% | +26.4% |
| 6M | +23.0% | -7.0% | +30.0% | +24.2% |
| YTD | +8.9% | +7.5% | +1.4% | +5.6% |
| 1Y | -19.9% | +34.4% | -54.2% | -26.1% |
| All | +59.7% | +308.7% | -249.0% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling