+638.2%
KGC vs TRMB
+3,381.2%
-2,742.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.2% |
| 30D | +20.3% | +1.5% | +18.8% | +20.2% |
| 3M | +8.1% | +6.8% | +1.3% | +7.7% |
| 6M | -8.8% | -14.9% | +6.2% | -8.2% |
| YTD | +10.1% | -24.1% | +34.2% | +11.2% |
| 1Y | +44.2% | -25.4% | +69.6% | +45.8% |
| 3Y | +533.0% | +8.0% | +525.0% | +528.5% |
| 5Y | +443.0% | -37.3% | +480.3% | +447.3% |
| 10Y | +678.6% | +116.8% | +561.7% | +654.5% |
| All | +638.2% | +3,381.2% | -2,742.9% | +649.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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