+8,398.6%
TPR vs KGC
+1,628.6%
+6,770.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | +14.2% | +10.5% | +3.7% | +13.7% |
| 30D | +17.1% | -4.1% | +21.1% | +17.2% |
| 3M | -17.7% | -13.1% | -4.6% | -17.3% |
| 6M | -10.2% | -27.5% | +17.4% | -9.1% |
| YTD | +4.9% | -20.7% | +25.6% | +5.5% |
| 1Y | +36.1% | -6.1% | +42.2% | +36.0% |
| 3Y | +416.5% | +318.6% | +97.9% | +385.7% |
| 5Y | +254.8% | +289.9% | -35.2% | +232.1% |
| 10Y | +391.7% | +501.8% | -110.1% | +350.9% |
| All | +8,398.6% | +1,628.6% | +6,770.1% | +9,542.9% |
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