+207.3%
KGC vs PEG
+3,024.2%
-2,816.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -6.7% | +4.5% | -11.2% | -7.7% |
| 30D | -6.7% | +7.5% | -14.2% | -8.5% |
| 3M | -22.6% | +0.8% | -23.4% | -22.8% |
| 6M | -33.4% | 0.0% | -33.5% | -33.5% |
| YTD | -26.0% | -3.0% | -22.9% | -25.5% |
| 1Y | -18.3% | -4.7% | -13.6% | -17.4% |
| 3Y | +315.8% | +36.5% | +279.3% | +281.6% |
| 5Y | +225.7% | +44.4% | +181.3% | +194.7% |
| 10Y | +610.5% | +170.2% | +440.2% | +448.7% |
| All | +207.3% | +3,024.2% | -2,816.9% | +119.9% |
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