-72.2%
TTD vs KGC
+43.6%
-115.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.6% |
| 7D | +6.3% | -1.3% | +7.6% | +6.1% |
| 30D | -23.9% | +20.3% | -44.2% | -21.9% |
| 3M | -31.4% | +8.1% | -39.5% | -30.0% |
| 6M | -42.7% | -8.8% | -33.9% | -42.2% |
| YTD | -62.0% | +10.1% | -72.0% | -61.3% |
| 1Y | -72.2% | +44.2% | -116.4% | -71.2% |
| All | -72.2% | +43.6% | -115.8% | -71.2% |
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