+328.7%
KGC vs PEG
+34.2%
+294.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +8.0% | +2.6% | +5.5% | +6.8% |
| 30D | -9.3% | +3.3% | -12.6% | -10.7% |
| 3M | -21.3% | +1.1% | -22.4% | -21.9% |
| 6M | -31.5% | -1.4% | -30.0% | -31.3% |
| YTD | -23.2% | -4.6% | -18.7% | -21.9% |
| 1Y | -15.0% | -7.2% | -7.8% | -12.4% |
| 3Y | +328.7% | +33.7% | +295.0% | +221.8% |
| All | +328.7% | +34.2% | +294.5% | +221.8% |
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