+70.1%
TXN vs KGC
+520.4%
-450.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.5% |
| 7D | +2.0% | -8.4% | +10.4% | +3.2% |
| 30D | -8.0% | +6.3% | -14.3% | -9.0% |
| 3M | -7.8% | +22.4% | -30.2% | -10.7% |
| 6M | +32.4% | -11.4% | +43.8% | +33.0% |
| YTD | +51.7% | +3.1% | +48.6% | +49.3% |
| 1Y | +44.3% | +26.6% | +17.7% | +38.2% |
| All | +70.1% | +520.4% | -450.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling