+462.1%
TTMI vs KGC
+329.2%
+133.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.2% | +9.0% |
| 7D | +7.2% | +0.2% | +7.0% | +7.3% |
| 30D | -28.7% | -8.8% | -19.8% | -26.5% |
| 3M | -39.8% | -21.1% | -18.7% | -36.2% |
| 6M | -51.7% | -32.3% | -19.4% | -47.0% |
| YTD | +14.1% | -23.5% | +37.5% | +20.3% |
| 1Y | +16.0% | -15.0% | +30.9% | +19.5% |
| All | +462.1% | +329.2% | +133.0% | +285.4% |
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