+396.5%
TTMI vs KGC
+637.7%
-241.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +11.4% | -6.7% | +18.0% | +12.9% |
| 30D | -28.3% | -6.7% | -21.6% | -27.3% |
| 3M | -46.7% | -22.6% | -24.1% | -44.4% |
| 6M | -56.1% | -33.4% | -22.7% | -53.2% |
| YTD | +7.4% | -26.0% | +33.3% | +12.1% |
| 1Y | +17.4% | -18.3% | +35.7% | +20.8% |
| 3Y | +429.1% | +315.8% | +113.4% | +322.1% |
| 5Y | +418.8% | +225.7% | +193.1% | +310.3% |
| All | +396.5% | +637.7% | -241.2% | +273.3% |
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