+159.7%
TRV vs KGC
+453.5%
-293.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.6% |
| YTD | +30.8% | +3.9% | +27.0% | +29.9% |
| 1Y | +36.3% | +25.7% | +10.6% | +33.8% |
| 3Y | +145.0% | +526.0% | -381.0% | +118.8% |
| All | +159.7% | +453.5% | -293.9% | +130.3% |
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