+397.0%
TSM vs KGC
+562.0%
-165.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.1% | +3.3% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | +3.6% | +20.3% | -16.7% | -0.7% |
| 3M | -3.4% | +8.1% | -11.5% | -5.6% |
| 6M | +20.6% | -8.8% | +29.4% | +21.2% |
| YTD | +41.9% | +10.1% | +31.8% | +36.9% |
| 1Y | +84.4% | +44.2% | +40.2% | +68.6% |
| All | +397.0% | +562.0% | -165.0% | +255.0% |
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