+19.3%
TPR vs KGC
-5.3%
+24.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -3.9% | +2.2% |
| 7D | +12.6% | -6.8% | +19.4% | +13.8% |
| 30D | +7.1% | -9.2% | +16.3% | +8.7% |
| 3M | -19.4% | -9.1% | -10.2% | -19.3% |
| 6M | -9.7% | -25.7% | +15.9% | -6.0% |
| YTD | -1.0% | -23.6% | +22.6% | -4.4% |
| 1Y | +19.3% | -4.3% | +23.6% | +2.2% |
| All | +19.3% | -5.3% | +24.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling