-21.2%
TMUS vs KGC
-5.3%
-15.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +3.7% |
| 7D | +7.5% | -6.8% | +14.3% | +6.8% |
| 30D | -3.3% | -9.2% | +5.8% | -4.1% |
| 3M | -9.7% | -9.1% | -0.5% | -10.1% |
| 6M | -17.2% | -25.7% | +8.4% | -18.7% |
| YTD | -20.3% | -23.6% | +3.3% | -22.1% |
| 1Y | -21.2% | -4.3% | -16.9% | -22.1% |
| All | -21.2% | -5.3% | -15.9% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling