+1,084.3%
TTMI vs KGC
+692.5%
+391.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.8% |
| 7D | +6.0% | -8.4% | +14.4% | +7.5% |
| 30D | -6.4% | +6.3% | -12.8% | -7.8% |
| 3M | -28.9% | +22.4% | -51.4% | -31.7% |
| 6M | +26.9% | -11.4% | +38.3% | +28.4% |
| YTD | +77.3% | +3.1% | +74.2% | +74.7% |
| 1Y | +147.5% | +26.6% | +120.9% | +137.0% |
| 3Y | +847.6% | +525.6% | +322.1% | +620.9% |
| 5Y | +802.2% | +451.7% | +350.6% | +577.4% |
| All | +1,084.3% | +692.5% | +391.8% | +782.6% |
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 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