-20.5%
TSEM vs KGC
+55.2%
-75.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.7% |
| 7D | +6.8% | +0.2% | +6.5% | +6.8% |
| 30D | -26.6% | -8.8% | -17.8% | -26.2% |
| 3M | -36.3% | -21.1% | -15.3% | -35.5% |
| 6M | -30.6% | -32.3% | +1.7% | -29.2% |
| YTD | +35.3% | -23.5% | +58.8% | +36.9% |
| 1Y | +59.2% | -15.0% | +74.2% | +60.3% |
| 3Y | +547.7% | +327.5% | +220.1% | +500.7% |
| 5Y | +337.5% | +244.3% | +93.3% | +306.4% |
| 10Y | +887.4% | +634.8% | +252.6% | +775.9% |
| All | -20.5% | +55.2% | -75.7% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling