-48.4%
TSLL vs KGC
-14.2%
-34.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +3.5% |
| 7D | -11.0% | +8.0% | -19.0% | -14.4% |
| 30D | -5.3% | -9.3% | +4.0% | -1.4% |
| 3M | +20.8% | -21.3% | +42.1% | +34.2% |
| 6M | -36.0% | -31.5% | -4.5% | -24.9% |
| YTD | -47.3% | -23.2% | -24.0% | -46.6% |
| 1Y | -48.4% | -15.0% | -33.4% | -53.1% |
| All | -48.4% | -14.2% | -34.2% | -53.1% |
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