+43.3%
TGT vs KGC
+548.3%
-504.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | +4.4% | +10.5% | -6.1% | +4.1% |
| 3M | +25.4% | +19.8% | +5.6% | +24.7% |
| 6M | +33.4% | -6.7% | +40.0% | +33.5% |
| YTD | +65.6% | +7.8% | +57.8% | +63.8% |
| 1Y | +80.3% | +35.7% | +44.6% | +76.0% |
| All | +43.3% | +548.3% | -504.9% | +12.3% |
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