+413.4%
KGC vs TRMB
+3,206.1%
-2,792.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.4% |
| 7D | +0.2% | +4.1% | -3.9% | +0.1% |
| 30D | -8.8% | -5.1% | -3.8% | -8.8% |
| 3M | -21.1% | -2.6% | -18.5% | -21.1% |
| 6M | -32.3% | -2.7% | -29.6% | -32.4% |
| YTD | -23.5% | -27.9% | +4.5% | -22.6% |
| 1Y | -15.0% | -29.0% | +14.1% | -14.0% |
| 3Y | +327.5% | +35.0% | +292.6% | +320.6% |
| 5Y | +244.3% | -33.9% | +278.2% | +246.3% |
| 10Y | +634.8% | +106.1% | +528.6% | +612.7% |
| All | +413.4% | +3,206.1% | -2,792.7% | +421.8% |
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