+77.9%
TEM vs KGC
+181.4%
-103.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -5.9% | -6.7% | +0.8% | -3.5% |
| 30D | +4.8% | -6.7% | +11.5% | +7.3% |
| 3M | +31.9% | -22.6% | +54.5% | +43.6% |
| 6M | +56.0% | -33.4% | +89.4% | +76.1% |
| YTD | +21.3% | -26.0% | +47.2% | +32.1% |
| 1Y | +5.4% | -18.3% | +23.7% | +12.0% |
| All | +77.9% | +181.4% | -103.5% | +31.0% |
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