+97.2%
TFC vs KGC
+678.3%
-581.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.3% | +10.5% | -12.8% | -2.4% |
| 3M | +2.5% | +19.8% | -17.3% | +2.3% |
| 6M | +9.5% | -6.7% | +16.2% | +9.4% |
| YTD | +5.1% | +7.8% | -2.7% | +5.0% |
| 1Y | +15.5% | +35.7% | -20.2% | +15.2% |
| 3Y | +95.2% | +553.7% | -458.5% | +93.8% |
| 5Y | +14.5% | +461.7% | -447.2% | +13.1% |
| 10Y | +97.2% | +710.2% | -613.0% | +113.2% |
| All | +97.2% | +678.3% | -581.1% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling