-20.1%
KGC vs PBF
+83.1%
-103.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.8% | -3.2% |
| 7D | -4.1% | +4.3% | -8.4% | -3.4% |
| 30D | -11.6% | -21.8% | +10.2% | -14.6% |
| 3M | -24.5% | +1.7% | -26.3% | -23.6% |
| 6M | -34.6% | +69.8% | -104.3% | -27.6% |
| YTD | -26.2% | +167.7% | -193.9% | -23.5% |
| 1Y | -20.1% | +89.0% | -109.1% | -7.3% |
| All | -20.1% | +83.1% | -103.2% | -7.3% |
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