+412.3%
TTD vs KGC
+456.9%
-44.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.8% | +9.1% | +3.8% |
| 7D | +19.9% | +8.0% | +11.9% | +19.1% |
| 30D | +27.6% | -9.3% | +37.0% | +28.6% |
| 3M | +15.2% | -21.3% | +36.5% | +17.2% |
| 6M | -33.2% | -31.5% | -1.7% | -31.4% |
| YTD | -59.4% | -23.2% | -36.1% | -59.2% |
| 1Y | -64.4% | -15.0% | -49.3% | -64.6% |
| 3Y | -75.9% | +328.7% | -404.6% | -80.4% |
| 5Y | -82.6% | +262.9% | -345.5% | -86.0% |
| 10Y | +558.1% | +568.9% | -10.8% | +468.9% |
| All | +412.3% | +456.9% | -44.6% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling