-25.6%
TGT vs KGC
+435.7%
-461.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.8% |
| 7D | -5.0% | -8.4% | +3.4% | -4.4% |
| 30D | +3.0% | +6.3% | -3.3% | +2.5% |
| 3M | +22.6% | +22.4% | +0.2% | +20.3% |
| 6M | +31.2% | -11.4% | +42.6% | +31.9% |
| YTD | +63.7% | +3.1% | +60.6% | +61.0% |
| 1Y | +78.5% | +26.6% | +51.9% | +71.0% |
| 3Y | +40.5% | +525.6% | -485.1% | +4.5% |
| 5Y | -25.6% | +451.7% | -477.2% | -44.8% |
| All | -25.6% | +435.7% | -461.3% | -44.8% |
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 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