+43.5%
TJX vs KGC
+520.4%
-476.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.4% |
| 7D | -4.4% | -8.4% | +4.1% | -4.1% |
| 30D | -18.6% | +6.3% | -24.9% | -18.7% |
| 3M | -24.4% | +22.4% | -46.8% | -25.0% |
| 6M | -20.2% | -11.4% | -8.8% | -20.0% |
| YTD | -16.9% | +3.1% | -20.1% | -17.6% |
| 1Y | -8.5% | +26.6% | -35.1% | -10.6% |
| All | +43.5% | +520.4% | -476.8% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling