-35.3%
TSLL vs KGC
+543.3%
-578.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.6% | -11.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | +17.8% | +20.3% | -2.5% | +10.4% |
| 3M | -37.0% | +8.1% | -45.1% | -38.7% |
| 6M | -37.7% | -8.8% | -28.9% | -36.5% |
| YTD | -51.4% | +10.1% | -61.4% | -53.8% |
| 1Y | -23.4% | +44.2% | -67.6% | -33.1% |
| All | -35.3% | +543.3% | -578.6% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling