-60.3%
TSLL vs KGC
+560.2%
-620.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.8% | -22.7% | -22.1% |
| 7D | -28.9% | 0.0% | -28.8% | -29.1% |
| 30D | -21.4% | -9.3% | -12.1% | -19.4% |
| 3M | +5.0% | -15.9% | +20.9% | +10.1% |
| 6M | -36.6% | -24.9% | -11.7% | -31.1% |
| YTD | -56.6% | -23.0% | -33.6% | -53.9% |
| 1Y | -60.9% | -9.9% | -50.9% | -59.8% |
| 3Y | -25.2% | +301.2% | -326.5% | -44.5% |
| All | -60.3% | +560.2% | -620.5% | -73.6% |
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