+309.1%
TMUS vs KGC
+645.2%
-336.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +3.1% | +9.2% | -6.1% | +2.7% |
| 3M | +2.4% | +16.7% | -14.3% | +1.7% |
| 6M | -17.1% | -7.0% | -10.1% | -17.0% |
| YTD | -9.1% | +7.5% | -16.6% | -9.9% |
| 1Y | -23.6% | +34.4% | -58.0% | -25.4% |
| 3Y | +38.8% | +552.0% | -513.1% | +22.9% |
| 5Y | +43.0% | +454.5% | -411.6% | +26.2% |
| 10Y | +309.1% | +658.7% | -349.6% | +273.5% |
| All | +309.1% | +645.2% | -336.1% | +273.5% |
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