+283.6%
TJX vs KGC
+698.0%
-414.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.6% | -5.6% | +1.0% | -4.4% |
| 30D | -17.2% | +6.1% | -23.3% | -17.4% |
| 3M | -24.9% | +17.3% | -42.2% | -25.4% |
| 6M | -19.7% | -10.3% | -9.4% | -19.5% |
| YTD | -17.2% | +3.9% | -21.1% | -17.7% |
| 1Y | -9.4% | +25.7% | -35.2% | -10.7% |
| 3Y | +43.1% | +526.0% | -482.9% | +32.4% |
| 5Y | +96.7% | +455.5% | -358.8% | +80.9% |
| All | +283.6% | +698.0% | -414.4% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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