-19.8%
TLT vs KGC
+678.3%
-698.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | 0.0% | +10.5% | -10.5% | -0.6% |
| 3M | -2.9% | +19.8% | -22.7% | -3.9% |
| 6M | -6.3% | -6.7% | +0.4% | -6.3% |
| YTD | -3.3% | +7.8% | -11.1% | -4.2% |
| 1Y | -4.2% | +35.7% | -39.9% | -6.4% |
| 3Y | -1.7% | +553.7% | -555.4% | -12.9% |
| 5Y | -34.9% | +461.7% | -496.6% | -42.4% |
| 10Y | -19.8% | +710.2% | -730.0% | -33.6% |
| All | -19.8% | +678.3% | -698.1% | -33.6% |
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