+451.5%
TTMI vs KGC
+248.9%
+202.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.6% |
| 3M | -39.8% | -21.1% | -18.7% | -36.1% |
| 6M | -51.7% | -32.3% | -19.4% | -46.8% |
| YTD | +14.1% | -23.5% | +37.5% | +20.3% |
| 1Y | +16.0% | -15.0% | +30.9% | +19.2% |
| 3Y | +452.7% | +327.5% | +125.1% | +249.6% |
| 5Y | +451.5% | +244.3% | +207.2% | +229.4% |
| All | +451.5% | +248.9% | +202.6% | +229.4% |
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 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