+668.0%
TSEM vs KGC
+548.3%
+119.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -14.2% | +10.5% | -24.7% | -16.3% |
| 3M | -5.0% | +19.8% | -24.8% | -9.2% |
| 6M | +87.6% | -6.7% | +94.2% | +87.6% |
| YTD | +84.4% | +7.8% | +76.7% | +78.0% |
| 1Y | +235.4% | +35.7% | +199.7% | +210.5% |
| All | +668.0% | +548.3% | +119.7% | +489.6% |
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 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