+14,847.0%
TT vs KGC
+238.3%
+14,608.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +1.9% | +4.6% |
| 7D | +1.7% | +11.1% | -9.4% | +1.3% |
| 30D | -11.8% | -3.7% | -8.1% | -11.7% |
| 3M | -12.6% | -17.2% | +4.6% | -12.0% |
| 6M | -9.4% | -27.3% | +17.9% | -8.4% |
| YTD | +8.8% | -18.5% | +27.4% | +9.3% |
| 1Y | -2.5% | -5.7% | +3.2% | -2.7% |
| 3Y | +95.7% | +336.5% | -240.8% | +83.9% |
| 5Y | +135.7% | +298.7% | -163.0% | +120.8% |
| 10Y | +750.6% | +538.5% | +212.1% | +673.4% |
| All | +14,847.0% | +238.3% | +14,608.7% | +14,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling