-44.5%
TOST vs KGC
+310.2%
-354.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | 0.0% | -6.7% | +6.7% | +1.6% |
| 30D | +16.2% | -6.7% | +22.8% | +17.8% |
| 3M | -1.5% | -22.6% | +21.0% | +3.5% |
| 6M | +55.3% | -33.4% | +88.7% | +67.8% |
| YTD | -2.3% | -26.0% | +23.6% | -0.3% |
| 1Y | -5.5% | -18.3% | +12.8% | -6.6% |
| 3Y | +151.1% | +315.8% | -164.7% | +32.3% |
| 5Y | -27.9% | +225.7% | -253.6% | -62.0% |
| All | -44.5% | +310.2% | -354.8% | -74.2% |
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