+172.6%
TTMI vs KGC
+43.6%
+129.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.1% | +9.7% |
| 7D | +5.9% | -1.3% | +7.1% | +6.2% |
| 30D | -4.3% | +20.3% | -24.6% | -12.7% |
| 3M | -32.0% | +8.1% | -40.1% | -35.2% |
| 6M | +19.5% | -8.8% | +28.2% | +20.9% |
| YTD | +82.0% | +10.1% | +72.0% | +62.5% |
| 1Y | +172.6% | +44.2% | +128.4% | +117.6% |
| All | +172.6% | +43.6% | +129.0% | +117.6% |
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