+149.8%
TOST vs KGC
+350.6%
-200.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | -0.1% |
| 7D | +4.0% | +11.1% | -7.1% | +2.4% |
| 30D | +11.1% | -3.7% | +14.8% | +11.4% |
| 3M | +0.8% | -17.2% | +18.1% | +2.9% |
| 6M | +38.8% | -27.3% | +66.1% | +43.8% |
| YTD | -2.1% | -18.5% | +16.5% | -2.7% |
| 1Y | -6.0% | -5.7% | -0.3% | -9.6% |
| 3Y | +149.8% | +336.5% | -186.7% | +43.4% |
| All | +149.8% | +350.6% | -200.9% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling