-1.1%
TFC vs KGC
+296.2%
-297.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.7% |
| 7D | +0.3% | +11.1% | -10.8% | -0.4% |
| 30D | +9.2% | -3.7% | +12.9% | +9.3% |
| 3M | -2.9% | -17.2% | +14.3% | -2.0% |
| 6M | +3.5% | -27.3% | +30.8% | +5.2% |
| YTD | +5.4% | -18.5% | +24.0% | +5.7% |
| 1Y | +17.3% | -5.7% | +23.0% | +16.4% |
| 3Y | +96.7% | +336.5% | -239.8% | +65.2% |
| 5Y | -1.1% | +298.7% | -299.8% | -19.2% |
| All | -1.1% | +296.2% | -297.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling