+90.2%
TT vs KGC
+317.1%
-226.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.0% |
| 7D | -2.0% | +10.5% | -12.5% | -3.4% |
| 30D | -14.0% | -4.1% | -10.0% | -13.6% |
| 3M | -15.9% | -13.1% | -2.8% | -14.7% |
| 6M | -17.3% | -27.5% | +10.2% | -14.4% |
| YTD | +4.0% | -20.7% | +24.7% | +5.7% |
| 1Y | -7.1% | -6.1% | -1.1% | -7.6% |
| 3Y | +90.2% | +318.6% | -228.4% | +63.0% |
| All | +90.2% | +317.1% | -226.8% | +63.0% |
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