+44.2%
KGC vs PBF
+176.4%
-132.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.4% |
| 7D | -1.3% | +4.3% | -5.6% | -0.8% |
| 30D | +20.3% | +22.0% | -1.7% | +23.1% |
| 3M | +8.1% | +74.5% | -66.4% | +15.2% |
| 6M | -8.8% | +67.7% | -76.4% | -2.8% |
| YTD | +10.1% | +179.2% | -169.1% | +11.3% |
| 1Y | +44.2% | +170.0% | -125.8% | +50.9% |
| All | +44.2% | +176.4% | -132.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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