+129.6%
TT vs KGC
+543.3%
-413.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.2% | +20.3% | -27.4% | -9.7% |
| 3M | -3.0% | +8.1% | -11.1% | -4.5% |
| 6M | +1.4% | -8.8% | +10.1% | +1.5% |
| YTD | +15.9% | +10.1% | +5.8% | +13.0% |
| 1Y | +9.4% | +44.2% | -34.8% | +2.5% |
| All | +129.6% | +543.3% | -413.6% | +77.9% |
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 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