+552.0%
KGC vs TRGP
+265.9%
+286.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +9.2% | +14.6% | -5.3% | +7.2% |
| 3M | +16.7% | +11.9% | +4.8% | +14.4% |
| 6M | -7.0% | +25.3% | -32.3% | -11.7% |
| YTD | +7.5% | +61.9% | -54.4% | -4.4% |
| 1Y | +34.4% | +87.3% | -52.9% | +14.8% |
| 3Y | +552.0% | +268.0% | +284.0% | +305.7% |
| All | +552.0% | +265.9% | +286.1% | +305.7% |
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