+51.8%
TMUS vs KGC
+226.6%
-174.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | +4.9% | -6.7% | +11.6% | +5.1% |
| 30D | +7.7% | -6.7% | +14.4% | +7.9% |
| 3M | -6.8% | -22.6% | +15.8% | -6.2% |
| 6M | -9.7% | -33.4% | +23.7% | -8.6% |
| YTD | -15.0% | -26.0% | +11.0% | -15.1% |
| 1Y | -19.1% | -18.3% | -0.8% | -19.9% |
| 3Y | +21.4% | +315.8% | -294.4% | +0.9% |
| All | +51.8% | +226.6% | -174.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling