+330.4%
TSM vs KGC
+315.0%
+15.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +6.2% | -6.7% | +12.9% | +7.7% |
| 30D | -7.3% | -6.7% | -0.6% | -6.1% |
| 3M | -7.1% | -22.6% | +15.4% | -2.7% |
| 6M | +0.2% | -33.4% | +33.7% | +7.9% |
| YTD | +32.2% | -26.0% | +58.2% | +37.9% |
| 1Y | +42.8% | -18.3% | +61.1% | +45.7% |
| 3Y | +330.4% | +315.8% | +14.6% | +221.3% |
| All | +330.4% | +315.0% | +15.4% | +221.3% |
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