+1,259.9%
TSEM vs KGC
+692.5%
+567.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -3.4% |
| 7D | +0.9% | -8.4% | +9.3% | +2.0% |
| 30D | -16.6% | +6.3% | -23.0% | -17.4% |
| 3M | -10.9% | +22.4% | -33.3% | -13.3% |
| 6M | +78.0% | -11.4% | +89.4% | +79.4% |
| YTD | +77.2% | +3.1% | +74.1% | +75.0% |
| 1Y | +207.6% | +26.6% | +181.0% | +197.1% |
| 3Y | +637.8% | +525.6% | +112.3% | +509.4% |
| 5Y | +617.0% | +451.7% | +165.3% | +490.2% |
| All | +1,259.9% | +692.5% | +567.4% | +993.9% |
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 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