+148.1%
TRV vs KGC
+315.0%
-166.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.0% | -6.7% | +8.7% | +2.1% |
| 30D | +6.7% | -6.7% | +13.4% | +6.7% |
| 3M | +9.4% | -22.6% | +31.9% | +9.5% |
| 6M | +37.7% | -33.4% | +71.1% | +38.4% |
| YTD | +40.6% | -26.0% | +66.6% | +40.3% |
| 1Y | +42.4% | -18.3% | +60.7% | +41.6% |
| 3Y | +148.1% | +315.8% | -167.7% | +134.7% |
| All | +148.1% | +315.0% | -166.9% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling