+234.9%
TPR vs KGC
+226.6%
+8.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -6.7% | +6.4% | +0.9% |
| 30D | +15.1% | -6.7% | +21.8% | +16.3% |
| 3M | +3.5% | -22.6% | +26.1% | +7.4% |
| 6M | +0.4% | -33.4% | +33.9% | +6.7% |
| YTD | +4.6% | -26.0% | +30.6% | +7.7% |
| 1Y | +33.1% | -18.3% | +51.4% | +34.4% |
| 3Y | +396.0% | +315.8% | +80.2% | +252.2% |
| All | +234.9% | +226.6% | +8.3% | +139.7% |
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