+43.2%
TER vs KGC
-5.3%
+48.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.5% | -14.3% | -10.3% |
| 7D | -19.9% | -6.8% | -13.1% | -17.2% |
| 30D | -43.5% | -9.2% | -34.4% | -40.9% |
| 3M | -37.8% | -9.1% | -28.7% | -37.2% |
| 6M | -25.6% | -25.7% | +0.1% | -15.5% |
| YTD | +29.8% | -23.6% | +53.5% | +37.4% |
| 1Y | +43.2% | -4.3% | +47.5% | +27.7% |
| All | +43.2% | -5.3% | +48.5% | +27.7% |
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