+12,629.9%
TSM vs KGC
+52.1%
+12,577.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +2.4% |
| 7D | -2.1% | +8.0% | -10.1% | -2.5% |
| 30D | -12.5% | -9.3% | -3.2% | -12.1% |
| 3M | -5.0% | -21.3% | +16.3% | -3.9% |
| 6M | -3.2% | -31.5% | +28.3% | -1.4% |
| YTD | +31.5% | -23.2% | +54.7% | +32.9% |
| 1Y | +35.7% | -15.0% | +50.7% | +36.4% |
| 3Y | +323.5% | +328.7% | -5.2% | +289.7% |
| 5Y | +263.4% | +262.9% | +0.5% | +234.3% |
| 10Y | +1,598.5% | +568.9% | +1,029.6% | +1,402.1% |
| All | +12,629.9% | +52.1% | +12,577.8% | +15,902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling