+132.3%
TT vs KGC
+226.6%
-94.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +4.0% | -6.7% | +10.7% | +5.0% |
| 30D | -11.3% | -6.7% | -4.7% | -10.6% |
| 3M | -12.3% | -22.6% | +10.3% | -9.7% |
| 6M | -10.8% | -33.4% | +22.6% | -6.7% |
| YTD | +8.2% | -26.0% | +34.1% | +10.9% |
| 1Y | +1.5% | -18.3% | +19.8% | +2.7% |
| 3Y | +91.5% | +315.8% | -224.3% | +54.9% |
| All | +132.3% | +226.6% | -94.3% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling