+201.6%
TGT vs KGC
+637.7%
-436.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +2.6% | -6.7% | +9.3% | +3.0% |
| 30D | +4.7% | -6.7% | +11.3% | +5.0% |
| 3M | +4.6% | -22.6% | +27.1% | +5.8% |
| 6M | +34.9% | -33.4% | +68.3% | +37.3% |
| YTD | +70.9% | -26.0% | +96.9% | +72.1% |
| 1Y | +84.4% | -18.3% | +102.7% | +84.5% |
| 3Y | +69.1% | +315.8% | -246.7% | +50.7% |
| 5Y | -26.9% | +225.7% | -252.6% | -35.4% |
| All | +201.6% | +637.7% | -436.1% | +163.8% |
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