+48.2%
TSEM vs KGC
-20.2%
+68.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | +7.0% | -6.7% | +13.6% | +9.3% |
| 30D | -29.8% | -6.7% | -23.1% | -28.0% |
| 3M | -41.9% | -22.6% | -19.4% | -37.4% |
| 6M | -45.8% | -33.4% | -12.3% | -39.6% |
| YTD | +25.1% | -26.0% | +51.1% | +25.8% |
| 1Y | +48.2% | -18.3% | +66.5% | +37.8% |
| All | +48.2% | -20.2% | +68.4% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling