+812.9%
TTMI vs KGC
+454.1%
+358.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | -4.5% | +10.5% | -15.0% | -7.9% |
| 3M | -28.5% | +19.8% | -48.3% | -33.0% |
| 6M | +28.4% | -6.7% | +35.0% | +29.0% |
| YTD | +80.1% | +7.8% | +72.3% | +72.5% |
| 1Y | +161.0% | +35.7% | +125.4% | +135.9% |
| 3Y | +862.4% | +553.7% | +308.7% | +444.8% |
| 5Y | +812.9% | +461.7% | +351.2% | +394.9% |
| All | +812.9% | +454.1% | +358.8% | +394.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling