+302.0%
TRV vs KGC
+698.0%
-396.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +1.9% | -5.6% | +7.6% | +2.1% |
| 30D | +1.7% | +6.1% | -4.4% | +1.5% |
| 3M | +23.9% | +17.3% | +6.6% | +23.2% |
| 6M | +26.3% | -10.3% | +36.6% | +26.5% |
| YTD | +30.8% | +3.9% | +27.0% | +30.2% |
| 1Y | +36.3% | +25.7% | +10.6% | +34.6% |
| 3Y | +145.0% | +526.0% | -381.0% | +128.1% |
| 5Y | +163.9% | +455.5% | -291.6% | +144.7% |
| All | +302.0% | +698.0% | -396.0% | +278.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling