+131.3%
TLT vs KGC
+461.2%
-329.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | +0.1% | +10.5% | -10.4% | -0.1% |
| 30D | +6.2% | -4.1% | +10.2% | +6.2% |
| 3M | +0.1% | -13.1% | +13.1% | +0.2% |
| 6M | -3.0% | -27.5% | +24.6% | -2.5% |
| YTD | -2.7% | -20.7% | +18.0% | -2.5% |
| 1Y | -4.8% | -6.1% | +1.2% | -5.0% |
| 3Y | +6.9% | +318.6% | -311.7% | +3.7% |
| 5Y | -34.5% | +289.9% | -324.4% | -36.6% |
| 10Y | -17.3% | +501.8% | -519.1% | -20.9% |
| All | +131.3% | +461.2% | -329.9% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling