+508.5%
TTD vs KGC
+637.7%
-129.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +21.3% | -6.7% | +27.9% | +22.0% |
| 30D | +28.7% | -6.7% | +35.4% | +29.4% |
| 3M | +7.7% | -22.6% | +30.3% | +9.8% |
| 6M | -23.5% | -33.4% | +10.0% | -21.2% |
| YTD | -58.7% | -26.0% | -32.7% | -58.4% |
| 1Y | -63.4% | -18.3% | -45.1% | -63.6% |
| 3Y | -75.3% | +315.8% | -391.1% | -79.9% |
| 5Y | -84.4% | +225.7% | -310.1% | -87.4% |
| All | +508.5% | +637.7% | -129.2% | +451.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling