-83.3%
TTD vs KGC
+317.1%
-400.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.7% |
| 7D | +5.2% | +10.5% | -5.3% | +4.5% |
| 30D | +6.9% | -4.1% | +11.0% | +7.0% |
| 3M | -26.8% | -13.1% | -13.7% | -26.6% |
| 6M | -46.1% | -27.5% | -18.6% | -45.2% |
| YTD | -65.9% | -20.7% | -45.2% | -66.3% |
| 1Y | -71.8% | -6.1% | -65.8% | -73.0% |
| 3Y | -83.3% | +318.6% | -401.9% | -89.4% |
| All | -83.3% | +317.1% | -400.4% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling