+710.2%
KGC vs PEGA
+170.9%
+539.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.5% |
| 7D | -0.1% | -6.1% | +6.0% | +0.5% |
| 30D | +10.5% | +6.4% | +4.1% | +9.8% |
| 3M | +19.8% | +2.9% | +16.9% | +19.0% |
| 6M | -6.7% | -23.8% | +17.2% | -4.7% |
| YTD | +7.8% | -41.1% | +48.8% | +12.5% |
| 1Y | +35.7% | -38.2% | +73.9% | +40.7% |
| 3Y | +553.7% | +49.8% | +503.8% | +508.2% |
| 5Y | +461.7% | -48.0% | +509.7% | +457.7% |
| 10Y | +710.2% | +173.1% | +537.0% | +403.2% |
| All | +710.2% | +170.9% | +539.3% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling