+748.4%
TT vs KGC
+635.9%
+112.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +0.1% |
| 7D | +8.1% | -4.1% | +12.1% | +8.4% |
| 30D | -11.3% | -11.6% | +0.4% | -10.4% |
| 3M | -11.2% | -24.5% | +13.4% | -9.3% |
| 6M | -8.9% | -34.6% | +25.6% | -6.1% |
| YTD | +9.7% | -26.2% | +35.9% | +11.7% |
| 1Y | +1.3% | -20.1% | +21.4% | +2.4% |
| 3Y | +93.4% | +312.4% | -219.0% | +71.9% |
| 5Y | +133.5% | +224.9% | -91.4% | +106.7% |
| All | +748.4% | +635.9% | +112.5% | +646.9% |
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