+103.2%
TOST vs KGC
+317.1%
-213.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.8% |
| 7D | +9.4% | +10.5% | -1.0% | +7.8% |
| 30D | +13.5% | -4.1% | +17.5% | +14.0% |
| 3M | -0.1% | -13.1% | +12.9% | +1.2% |
| 6M | +22.5% | -27.5% | +50.0% | +26.8% |
| YTD | -2.4% | -20.7% | +18.3% | -2.6% |
| 1Y | -4.7% | -6.1% | +1.4% | -8.5% |
| 3Y | +103.2% | +318.6% | -215.4% | +14.3% |
| All | +103.2% | +317.1% | -213.9% | +14.3% |
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 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