-26.1%
TSEM vs KGC
+55.7%
-81.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -2.7% |
| 7D | -9.5% | +8.0% | -17.5% | -9.9% |
| 30D | -35.5% | -9.3% | -26.2% | -35.1% |
| 3M | -41.6% | -21.3% | -20.2% | -40.8% |
| 6M | -30.1% | -31.5% | +1.4% | -28.7% |
| YTD | +25.7% | -23.2% | +48.9% | +27.2% |
| 1Y | +50.5% | -15.0% | +65.5% | +51.5% |
| 3Y | +501.7% | +328.7% | +173.0% | +458.0% |
| 5Y | +310.9% | +262.9% | +48.0% | +280.8% |
| 10Y | +849.8% | +568.9% | +280.9% | +745.2% |
| All | -26.1% | +55.7% | -81.8% | -29.4% |
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