+7,716.4%
TPR vs KGC
+2,299.3%
+5,417.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -2.3% |
| 30D | -23.0% | +20.3% | -43.2% | -23.6% |
| 3M | -12.5% | +8.1% | -20.6% | -12.9% |
| 6M | -21.4% | -8.8% | -12.7% | -21.3% |
| YTD | -3.5% | +10.1% | -13.6% | -4.2% |
| 1Y | +17.4% | +44.2% | -26.9% | +15.1% |
| 3Y | +291.3% | +533.0% | -241.8% | +262.0% |
| 5Y | +241.9% | +443.0% | -201.1% | +215.7% |
| 10Y | +322.7% | +678.6% | -355.9% | +282.9% |
| All | +7,716.4% | +2,299.3% | +5,417.1% | +8,651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling