+1,502.2%
TSM vs KGC
+496.6%
+1,005.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.1% |
| 7D | -2.5% | +11.1% | -13.6% | -4.0% |
| 30D | -14.3% | -3.7% | -10.5% | -13.9% |
| 3M | -7.2% | -17.2% | +10.0% | -5.2% |
| 6M | -5.1% | -27.3% | +22.2% | -1.7% |
| YTD | +28.9% | -18.5% | +47.4% | +31.0% |
| 1Y | +37.1% | -5.7% | +42.8% | +36.7% |
| 3Y | +341.5% | +336.5% | +5.0% | +263.0% |
| 5Y | +245.7% | +298.7% | -53.0% | +180.6% |
| 10Y | +1,502.2% | +538.5% | +963.7% | +1,164.1% |
| All | +1,502.2% | +496.6% | +1,005.7% | +1,164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling