+753.3%
TT vs KGC
+523.1%
+230.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.1% |
| 7D | -2.0% | +10.5% | -12.5% | -2.9% |
| 30D | -14.0% | -4.1% | -10.0% | -13.8% |
| 3M | -15.9% | -13.1% | -2.8% | -15.1% |
| 6M | -17.3% | -27.5% | +10.2% | -15.5% |
| YTD | +4.0% | -20.7% | +24.7% | +5.1% |
| 1Y | -7.1% | -6.1% | -1.1% | -7.3% |
| 3Y | +90.2% | +318.6% | -228.4% | +69.3% |
| 5Y | +131.1% | +289.9% | -158.8% | +103.0% |
| All | +753.3% | +523.1% | +230.2% | +652.0% |
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 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