-32.4%
TSCO vs KGC
-12.0%
-20.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.1% |
| 7D | -3.1% | -8.4% | +5.3% | -2.4% |
| 30D | -4.4% | +6.3% | -10.7% | -5.1% |
| 3M | +9.7% | +22.4% | -12.7% | +7.0% |
| 6M | -32.4% | -11.4% | -21.0% | -29.5% |
| All | -32.4% | -12.0% | -20.4% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling