+310.9%
TSEM vs KGC
+265.7%
+45.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -2.0% |
| 7D | -9.5% | +8.0% | -17.5% | -10.9% |
| 30D | -35.5% | -9.3% | -26.2% | -34.3% |
| 3M | -41.6% | -21.3% | -20.2% | -39.1% |
| 6M | -30.1% | -31.5% | +1.4% | -25.9% |
| YTD | +25.7% | -23.2% | +48.9% | +30.1% |
| 1Y | +50.5% | -15.0% | +65.5% | +53.6% |
| 3Y | +501.7% | +328.7% | +173.0% | +411.8% |
| 5Y | +310.9% | +262.9% | +48.0% | +271.2% |
| All | +310.9% | +265.7% | +45.2% | +271.2% |
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