+2,628.6%
TFC vs KGC
+238.3%
+2,390.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.9% |
| 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% | -2.8% |
| 6M | +3.5% | -27.3% | +30.8% | +3.7% |
| YTD | +5.4% | -18.5% | +24.0% | +5.5% |
| 1Y | +17.3% | -5.7% | +23.0% | +17.3% |
| 3Y | +96.7% | +336.5% | -239.8% | +94.3% |
| 5Y | -1.1% | +298.7% | -299.8% | -2.4% |
| 10Y | +84.7% | +538.5% | -453.8% | +81.8% |
| All | +2,628.6% | +238.3% | +2,390.3% | +2,640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling