+419.8%
TXN vs KGC
+698.0%
-278.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +4.0% | -5.6% | +9.6% | +4.6% |
| 30D | -2.9% | +6.1% | -9.0% | -3.6% |
| 3M | -9.1% | +17.3% | -26.4% | -10.9% |
| 6M | +36.6% | -10.3% | +46.9% | +37.4% |
| YTD | +57.5% | +3.9% | +53.6% | +55.6% |
| 1Y | +49.5% | +25.7% | +23.8% | +44.5% |
| 3Y | +76.5% | +526.0% | -449.4% | +43.4% |
| 5Y | +62.4% | +455.5% | -393.1% | +30.8% |
| All | +419.8% | +698.0% | -278.2% | +312.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling