+33.9%
TER vs KGC
-8.9%
+42.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.0% | +11.4% |
| 7D | -5.8% | +11.1% | -16.9% | -10.6% |
| 30D | -38.9% | -3.7% | -35.2% | -37.8% |
| 3M | -35.1% | -17.2% | -17.9% | -29.9% |
| 6M | -31.6% | -27.3% | -4.3% | -20.9% |
| YTD | +27.2% | -18.5% | +45.8% | +30.9% |
| All | +33.9% | -8.9% | +42.8% | +28.3% |
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 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