-64.7%
TTD vs KGC
-18.5%
-46.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -3.4% |
| 7D | +20.8% | -4.1% | +24.8% | +20.5% |
| 30D | +27.1% | -11.6% | +38.8% | +25.6% |
| 3M | +14.7% | -24.5% | +39.2% | +12.0% |
| 6M | -26.8% | -34.6% | +7.7% | -28.8% |
| YTD | -59.2% | -26.2% | -33.1% | -61.2% |
| 1Y | -64.7% | -20.1% | -44.5% | -66.8% |
| All | -64.7% | -18.5% | -46.2% | -66.8% |
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