+552.0%
KGC vs PEG
+34.5%
+517.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.7% |
| 7D | +2.4% | +1.0% | +1.4% | +2.0% |
| 30D | +9.2% | -1.9% | +11.1% | +10.1% |
| 3M | +16.7% | -3.7% | +20.4% | +18.6% |
| 6M | -7.0% | -9.4% | +2.4% | -2.6% |
| YTD | +7.5% | -6.0% | +13.5% | +10.3% |
| 1Y | +34.4% | -4.4% | +38.7% | +36.8% |
| 3Y | +552.0% | +33.5% | +518.4% | +396.0% |
| All | +552.0% | +34.5% | +517.5% | +396.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling