+229.9%
TTMI vs KGC
+1,187.7%
-957.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -2.7% |
| 7D | +22.6% | -4.1% | +26.7% | +23.1% |
| 30D | -34.3% | -11.6% | -22.7% | -33.5% |
| 3M | -44.8% | -24.5% | -20.2% | -43.4% |
| 6M | -53.3% | -34.6% | -18.8% | -51.6% |
| YTD | +10.6% | -26.2% | +36.7% | +13.2% |
| 1Y | +8.2% | -20.1% | +28.3% | +10.1% |
| 3Y | +435.7% | +312.4% | +123.3% | +373.6% |
| 5Y | +434.2% | +224.9% | +209.3% | +374.7% |
| 10Y | +426.4% | +608.7% | -182.3% | +332.1% |
| All | +229.9% | +1,187.7% | -957.9% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling