+389.7%
TPR vs KGC
+496.6%
-106.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +2.2% |
| 7D | +12.7% | +11.1% | +1.5% | +11.5% |
| 30D | +17.1% | -3.7% | +20.8% | +17.4% |
| 3M | -15.9% | -17.2% | +1.3% | -14.6% |
| 6M | +2.6% | -27.3% | +29.9% | +5.1% |
| YTD | +7.5% | -18.5% | +26.0% | +8.5% |
| 1Y | +32.9% | -5.7% | +38.6% | +32.4% |
| 3Y | +413.8% | +336.5% | +77.4% | +347.1% |
| 5Y | +263.9% | +298.7% | -34.8% | +210.7% |
| 10Y | +389.7% | +538.5% | -148.8% | +321.5% |
| All | +389.7% | +496.6% | -106.9% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling