+56.7%
TOST vs KGC
+543.3%
-486.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.4% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -2.4% | +20.3% | -22.7% | -5.2% |
| 3M | +34.6% | +8.1% | +26.5% | +32.6% |
| 6M | +15.2% | -8.8% | +24.0% | +16.0% |
| YTD | -4.4% | +10.1% | -14.5% | -8.6% |
| 1Y | -17.4% | +44.2% | -61.6% | -26.9% |
| All | +56.7% | +543.3% | -486.6% | -17.1% |
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