+25.4%
TMO vs KGC
-5.3%
+30.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.2% |
| 7D | +0.3% | -6.8% | +7.1% | +1.1% |
| 30D | +4.3% | -9.2% | +13.5% | +5.4% |
| 3M | +25.1% | -9.1% | +34.3% | +26.1% |
| 6M | +52.9% | -25.7% | +78.6% | +57.6% |
| YTD | +22.2% | -23.6% | +45.8% | +25.6% |
| 1Y | +25.4% | -4.3% | +29.7% | +26.3% |
| All | +25.4% | -5.3% | +30.7% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling