+42.0%
TMUS vs KGC
+450.1%
-408.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +5.3% | +20.3% | -15.0% | +4.4% |
| 3M | +3.1% | +8.1% | -4.9% | +2.7% |
| 6M | -16.5% | -8.8% | -7.7% | -16.2% |
| YTD | -9.2% | +10.1% | -19.2% | -10.4% |
| 1Y | -26.5% | +44.2% | -70.7% | -29.3% |
| 3Y | +39.0% | +533.0% | -494.0% | +14.4% |
| All | +42.0% | +450.1% | -408.1% | +15.4% |
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