+191.2%
TER vs KGC
+315.0%
-123.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +14.4% | -6.7% | +21.0% | +16.8% |
| 30D | -30.6% | -6.7% | -23.9% | -29.2% |
| 3M | -39.2% | -22.6% | -16.6% | -34.8% |
| 6M | -31.3% | -33.4% | +2.2% | -23.2% |
| YTD | +29.1% | -26.0% | +55.1% | +40.6% |
| 1Y | +47.4% | -18.3% | +65.7% | +57.4% |
| 3Y | +191.2% | +315.8% | -124.6% | +109.4% |
| All | +191.2% | +315.0% | -123.8% | +109.4% |
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