+203.6%
TGT vs KGC
+698.0%
-494.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.2% | -5.6% | +0.4% | -5.0% |
| 30D | +1.2% | +6.1% | -5.0% | +0.9% |
| 3M | +18.4% | +17.3% | +1.1% | +17.3% |
| 6M | +33.4% | -10.3% | +43.7% | +33.7% |
| YTD | +63.8% | +3.9% | +60.0% | +62.4% |
| 1Y | +77.2% | +25.7% | +51.4% | +73.6% |
| 3Y | +41.8% | +526.0% | -484.2% | +25.1% |
| 5Y | -25.5% | +455.5% | -481.0% | -34.8% |
| All | +203.6% | +698.0% | -494.4% | +168.1% |
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