-29.4%
TSCO vs KGC
-5.3%
-24.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +3.6% |
| 7D | +15.7% | -6.8% | +22.5% | +16.2% |
| 30D | +16.4% | -9.2% | +25.6% | +17.1% |
| 3M | +11.2% | -9.1% | +20.3% | +11.5% |
| 6M | +14.9% | -25.7% | +40.6% | +17.2% |
| YTD | -25.4% | -23.6% | -1.8% | -23.2% |
| 1Y | -29.4% | -4.3% | -25.1% | -30.4% |
| All | -29.4% | -5.3% | -24.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling