-28.4%
TGT vs KGC
+225.9%
-254.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.8% |
| 7D | +2.6% | -4.1% | +6.7% | +2.9% |
| 30D | +6.6% | -11.6% | +18.3% | +7.5% |
| 3M | +5.2% | -24.5% | +29.8% | +7.3% |
| 6M | +35.3% | -34.6% | +69.9% | +39.4% |
| YTD | +70.3% | -26.2% | +96.5% | +71.7% |
| 1Y | +81.2% | -20.1% | +101.3% | +81.0% |
| 3Y | +66.9% | +312.4% | -245.4% | +27.9% |
| All | -28.4% | +225.9% | -254.2% | -46.8% |
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