+192.0%
KGC vs PCOR
-10.0%
+202.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +23.7% | -23.7% | -2.7% |
| 30D | -9.3% | +39.0% | -48.3% | -12.9% |
| 3M | -15.9% | +35.8% | -51.6% | -19.1% |
| 6M | -24.9% | +38.2% | -63.1% | -28.2% |
| YTD | -23.0% | +3.9% | -27.0% | -24.3% |
| 1Y | -9.9% | +5.7% | -15.6% | -11.7% |
| 3Y | +301.2% | +44.8% | +256.5% | +266.4% |
| 5Y | +278.5% | -19.8% | +298.3% | +245.3% |
| All | +192.0% | -10.0% | +202.0% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling