-29.5%
TOST vs KGC
+248.9%
-278.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | +8.9% | -8.8% | +17.7% | +11.0% |
| 3M | -2.2% | -21.1% | +18.8% | +2.4% |
| 6M | +41.0% | -32.3% | +73.3% | +52.1% |
| YTD | -4.0% | -23.5% | +19.5% | -2.7% |
| 1Y | -9.6% | -15.0% | +5.4% | -11.6% |
| 3Y | +141.7% | +327.5% | -185.8% | +22.9% |
| 5Y | -29.5% | +244.3% | -273.8% | -57.2% |
| All | -29.5% | +248.9% | -278.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling