+655.3%
KGC vs PBF
+367.4%
+287.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | -8.4% | +2.3% | -10.7% | -8.4% |
| 30D | +6.3% | +11.6% | -5.2% | +6.5% |
| 3M | +22.4% | +81.7% | -59.3% | +22.9% |
| 6M | -11.4% | +96.4% | -107.9% | -11.1% |
| YTD | +3.1% | +189.5% | -186.3% | +3.2% |
| 1Y | +26.6% | +180.7% | -154.1% | +26.8% |
| 3Y | +525.6% | +56.6% | +469.0% | +523.5% |
| 5Y | +451.7% | +802.0% | -350.3% | +484.9% |
| All | +655.3% | +367.4% | +287.9% | +664.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling