+218.7%
KGC vs PEG
+2,974.8%
-2,756.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | +8.0% | +2.6% | +5.5% | +7.3% |
| 30D | -9.3% | +3.3% | -12.6% | -10.2% |
| 3M | -21.3% | +1.1% | -22.4% | -21.6% |
| 6M | -31.5% | -1.4% | -30.0% | -31.3% |
| YTD | -23.2% | -4.6% | -18.7% | -22.5% |
| 1Y | -15.0% | -7.2% | -7.8% | -13.5% |
| 3Y | +328.7% | +33.7% | +295.0% | +295.6% |
| 5Y | +262.9% | +40.8% | +222.1% | +230.4% |
| 10Y | +568.9% | +162.8% | +406.1% | +420.2% |
| All | +218.7% | +2,974.8% | -2,756.1% | +129.0% |
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 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