+461.7%
KGC vs PEG
+33.9%
+427.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +10.5% | -1.7% | +12.2% | +11.3% |
| 3M | +19.8% | -6.8% | +26.6% | +23.9% |
| 6M | -6.7% | -11.4% | +4.7% | -0.9% |
| YTD | +7.8% | -7.2% | +15.0% | +11.5% |
| 1Y | +35.7% | -6.1% | +41.8% | +39.4% |
| 3Y | +553.7% | +31.8% | +521.9% | +433.6% |
| 5Y | +461.7% | +35.6% | +426.1% | +352.5% |
| All | +461.7% | +33.9% | +427.8% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling