+96.7%
TFC vs KGC
+350.6%
-254.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.8% |
| 7D | +0.3% | +11.1% | -10.8% | -0.2% |
| 30D | +9.2% | -3.7% | +12.9% | +9.2% |
| 3M | -2.9% | -17.2% | +14.3% | -2.3% |
| 6M | +3.5% | -27.3% | +30.8% | +4.6% |
| YTD | +5.4% | -18.5% | +24.0% | +5.7% |
| 1Y | +17.3% | -5.7% | +23.0% | +16.8% |
| 3Y | +96.7% | +336.5% | -239.8% | +63.0% |
| All | +96.7% | +350.6% | -254.0% | +63.0% |
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