+94.2%
TT vs KGC
+314.0%
-219.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +0.3% |
| 7D | +8.1% | -4.1% | +12.1% | +8.7% |
| 30D | -11.3% | -11.6% | +0.4% | -9.8% |
| 3M | -11.2% | -24.5% | +13.4% | -8.1% |
| 6M | -8.9% | -34.6% | +25.6% | -4.3% |
| YTD | +9.7% | -26.2% | +35.9% | +12.6% |
| 1Y | +1.3% | -20.1% | +21.4% | +2.8% |
| All | +94.2% | +314.0% | -219.7% | +66.0% |
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