-56.8%
TSLL vs KGC
+580.1%
-637.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +7.7% |
| 7D | -21.2% | +10.5% | -31.7% | -23.7% |
| 30D | -13.3% | -4.1% | -9.2% | -12.5% |
| 3M | +15.4% | -13.1% | +28.5% | +19.9% |
| 6M | -34.2% | -27.5% | -6.7% | -28.0% |
| YTD | -52.9% | -20.7% | -32.2% | -50.3% |
| 1Y | -54.3% | -6.1% | -48.3% | -53.7% |
| 3Y | -18.4% | +318.6% | -337.0% | -40.0% |
| All | -56.8% | +580.1% | -637.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling