+240.4%
TPR vs KGC
+450.1%
-209.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -23.0% | +20.3% | -43.2% | -25.8% |
| 3M | -12.5% | +8.1% | -20.6% | -14.3% |
| 6M | -21.4% | -8.8% | -12.7% | -20.9% |
| YTD | -3.5% | +10.1% | -13.6% | -7.1% |
| 1Y | +17.4% | +44.2% | -26.9% | +6.9% |
| 3Y | +291.3% | +533.0% | -241.8% | +159.2% |
| All | +240.4% | +450.1% | -209.7% | +120.5% |
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 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