+365.8%
TTD vs KGC
+679.8%
-314.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | +1.7% | +2.4% | -0.7% | +1.6% |
| 30D | +1.6% | +9.2% | -7.6% | +0.7% |
| 3M | -27.8% | +16.7% | -44.6% | -29.2% |
| 6M | -52.1% | -7.0% | -45.1% | -52.1% |
| YTD | -63.1% | +7.5% | -70.6% | -63.9% |
| 1Y | -73.1% | +34.4% | -107.4% | -74.4% |
| 3Y | -83.3% | +552.0% | -635.3% | -86.9% |
| 5Y | -80.6% | +454.5% | -535.1% | -84.9% |
| All | +365.8% | +679.8% | -314.1% | +330.1% |
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