+315.8%
KGC vs TRGP
+274.3%
+41.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.7% | +12.4% | -19.0% | -7.3% |
| 30D | -6.7% | +2.6% | -9.3% | -7.0% |
| 3M | -22.6% | +11.9% | -34.4% | -23.7% |
| 6M | -33.4% | +13.9% | -47.3% | -35.0% |
| YTD | -26.0% | +64.2% | -90.2% | -34.0% |
| 1Y | -18.3% | +78.5% | -96.8% | -28.7% |
| 3Y | +315.8% | +272.9% | +42.9% | +153.8% |
| All | +315.8% | +274.3% | +41.5% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling