-72.0%
TTD vs KGC
-5.3%
-66.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +3.4% |
| 7D | +3.7% | -6.8% | +10.5% | +3.0% |
| 30D | +10.4% | -9.2% | +19.6% | +9.3% |
| 3M | -31.6% | -9.1% | -22.5% | -32.0% |
| 6M | -45.1% | -25.7% | -19.5% | -46.0% |
| YTD | -65.1% | -23.6% | -41.5% | -66.7% |
| 1Y | -72.0% | -4.3% | -67.7% | -74.8% |
| All | -72.0% | -5.3% | -66.7% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling