+41.6%
TXN vs KGC
+43.6%
-2.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | -6.9% | +20.3% | -27.2% | -10.1% |
| 3M | -14.9% | +8.1% | -23.0% | -16.7% |
| 6M | +29.0% | -8.8% | +37.8% | +27.9% |
| YTD | +51.5% | +10.1% | +41.4% | +47.3% |
| 1Y | +41.6% | +44.2% | -2.7% | +39.2% |
| All | +41.6% | +43.6% | -2.1% | +39.2% |
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