+244.6%
TMUS vs KGC
+567.0%
-322.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +8.2% | +0.2% | +7.9% | +8.1% |
| 30D | +13.4% | -8.8% | +22.2% | +13.6% |
| 3M | -3.0% | -21.1% | +18.0% | -2.4% |
| 6M | -8.8% | -32.3% | +23.5% | -7.8% |
| YTD | -13.8% | -23.5% | +9.6% | -13.7% |
| 1Y | -17.1% | -15.0% | -2.1% | -17.5% |
| 3Y | +22.7% | +327.5% | -304.9% | +10.5% |
| 5Y | +52.8% | +244.3% | -191.4% | +37.1% |
| 10Y | +244.6% | +634.8% | -390.1% | +211.0% |
| All | +244.6% | +567.0% | -322.4% | +211.0% |
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