+13.6%
TPR vs KGC
+34.5%
-20.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.3% |
| 7D | -3.4% | +2.4% | -5.8% | -3.8% |
| 30D | -27.3% | +9.2% | -36.5% | -28.7% |
| 3M | -16.2% | +16.7% | -33.0% | -19.2% |
| 6M | -17.9% | -7.0% | -10.9% | -18.0% |
| YTD | -7.1% | +7.5% | -14.6% | -11.4% |
| 1Y | +13.6% | +34.4% | -20.7% | +2.3% |
| All | +13.6% | +34.5% | -20.9% | +2.3% |
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 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