+238.5%
TER vs KGC
+543.3%
-304.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -8.3% | +20.3% | -28.6% | -13.6% |
| 3M | -12.2% | +8.1% | -20.3% | -14.9% |
| 6M | +17.1% | -8.8% | +25.8% | +18.2% |
| YTD | +84.7% | +10.1% | +74.6% | +79.3% |
| 1Y | +199.9% | +44.2% | +155.7% | +176.9% |
| All | +238.5% | +543.3% | -304.8% | +136.4% |
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