-12.5%
TLT vs KGC
+496.6%
-509.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | +0.3% | +11.1% | -10.9% | -0.3% |
| 30D | +5.1% | -3.7% | +8.9% | +5.2% |
| 3M | -0.2% | -17.2% | +17.0% | +0.6% |
| 6M | -2.9% | -27.3% | +24.4% | -1.7% |
| YTD | -2.7% | -18.5% | +15.8% | -2.4% |
| 1Y | -4.6% | -5.7% | +1.1% | -5.0% |
| 3Y | +6.1% | +336.5% | -330.4% | -4.1% |
| 5Y | -35.1% | +298.7% | -333.8% | -41.7% |
| 10Y | -12.5% | +538.5% | -551.0% | -26.7% |
| All | -12.5% | +496.6% | -509.1% | -26.7% |
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