+275.3%
TMUS vs KGC
+82.6%
+192.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.6% |
| 7D | +3.6% | +10.5% | -6.9% | +2.7% |
| 30D | -3.4% | -4.1% | +0.7% | -3.2% |
| 3M | -9.5% | -13.1% | +3.6% | -8.8% |
| 6M | -15.2% | -27.5% | +12.4% | -13.6% |
| YTD | -18.9% | -20.7% | +1.8% | -18.6% |
| 1Y | -17.7% | -6.1% | -11.6% | -18.7% |
| 3Y | +15.6% | +318.6% | -303.0% | -2.1% |
| 5Y | +38.9% | +289.9% | -251.0% | +16.4% |
| 10Y | +245.3% | +501.8% | -256.6% | +164.2% |
| All | +275.3% | +82.6% | +192.7% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling