+1.5%
TT vs KGC
-15.6%
+17.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -11.0% | -8.8% | -2.2% | -9.8% |
| 3M | -12.0% | -21.1% | +9.1% | -9.2% |
| 6M | -10.4% | -32.3% | +21.9% | -5.6% |
| YTD | +9.9% | -23.5% | +33.4% | +12.0% |
| 1Y | +1.5% | -15.0% | +16.4% | +1.6% |
| All | +1.5% | -15.6% | +17.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling