+710.2%
KGC vs PEG
+139.0%
+571.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +10.5% | -1.7% | +12.2% | +11.1% |
| 3M | +19.8% | -6.8% | +26.6% | +23.3% |
| 6M | -6.7% | -11.4% | +4.7% | -1.8% |
| YTD | +7.8% | -7.2% | +15.0% | +10.9% |
| 1Y | +35.7% | -6.1% | +41.8% | +38.9% |
| 3Y | +553.7% | +31.8% | +521.9% | +469.1% |
| 5Y | +461.7% | +35.6% | +426.1% | +382.1% |
| 10Y | +710.2% | +148.7% | +561.5% | +319.2% |
| All | +710.2% | +139.0% | +571.2% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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