-46.0%
TSLL vs KGC
-5.3%
-40.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.5% | -13.8% | -9.8% |
| 7D | -9.4% | -6.8% | -2.6% | -6.7% |
| 30D | +1.6% | -9.2% | +10.7% | +5.8% |
| 3M | +29.4% | -9.1% | +38.5% | +33.6% |
| 6M | -20.1% | -25.7% | +5.5% | -8.4% |
| YTD | -44.5% | -23.6% | -20.9% | -44.8% |
| 1Y | -46.0% | -4.3% | -41.7% | -57.9% |
| All | -46.0% | -5.3% | -40.7% | -57.9% |
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