+660.5%
KGC vs TRGP
+863.3%
-202.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | +6.1% | +8.0% | -1.9% | +5.3% |
| 3M | +17.3% | +8.3% | +9.1% | +16.1% |
| 6M | -10.3% | +23.9% | -34.2% | -12.7% |
| YTD | +3.9% | +59.6% | -55.8% | -1.7% |
| 1Y | +25.7% | +79.4% | -53.7% | +17.4% |
| 3Y | +526.0% | +269.4% | +256.5% | +442.0% |
| 5Y | +455.5% | +641.6% | -186.2% | +359.0% |
| All | +660.5% | +863.3% | -202.7% | +464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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