+467.8%
KGC vs PBF
+709.0%
-241.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.3% | +4.3% | -5.6% | -1.5% |
| 30D | +20.3% | +22.0% | -1.7% | +18.7% |
| 3M | +8.1% | +74.5% | -66.4% | +3.7% |
| 6M | -8.8% | +67.7% | -76.4% | -13.0% |
| YTD | +10.1% | +179.2% | -169.1% | -1.1% |
| 1Y | +44.2% | +170.0% | -125.8% | +29.4% |
| 3Y | +533.0% | +66.4% | +466.6% | +488.2% |
| All | +467.8% | +709.0% | -241.3% | +334.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling