+357.0%
KGC vs PEG
+2,907.1%
-2,550.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +20.3% | -2.4% | +22.7% | +21.0% |
| 3M | +8.1% | -4.8% | +12.9% | +9.3% |
| 6M | -8.8% | -10.7% | +1.9% | -6.1% |
| YTD | +10.1% | -6.7% | +16.7% | +11.9% |
| 1Y | +44.2% | -6.8% | +51.1% | +46.7% |
| 3Y | +533.0% | +34.5% | +498.5% | +483.7% |
| 5Y | +443.0% | +35.8% | +407.2% | +399.2% |
| 10Y | +678.6% | +141.7% | +536.8% | +517.9% |
| All | +357.0% | +2,907.1% | -2,550.1% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling