+200.8%
KGC vs PCOR
-10.3%
+211.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +10.5% | +22.7% | -12.2% | +7.7% |
| 30D | -4.1% | +37.5% | -41.5% | -7.7% |
| 3M | -13.1% | +35.2% | -48.3% | -16.4% |
| 6M | -27.5% | +42.2% | -69.8% | -30.9% |
| YTD | -20.7% | +3.6% | -24.3% | -22.0% |
| 1Y | -6.1% | -4.8% | -1.3% | -6.6% |
| 3Y | +318.6% | +48.3% | +270.3% | +281.0% |
| 5Y | +289.9% | -20.1% | +310.0% | +255.8% |
| All | +200.8% | -10.3% | +211.2% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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