+708.0%
KGC vs PEGA
+176.8%
+531.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.8% | -1.9% |
| 7D | +2.4% | -2.4% | +4.8% | +2.7% |
| 30D | +9.2% | +9.6% | -0.4% | +8.2% |
| 3M | +16.7% | +2.3% | +14.4% | +16.1% |
| 6M | -7.0% | -23.9% | +16.9% | -5.0% |
| YTD | +7.5% | -39.8% | +47.3% | +12.0% |
| 1Y | +34.4% | -37.4% | +71.8% | +39.1% |
| 3Y | +552.0% | +53.1% | +498.8% | +505.3% |
| 5Y | +454.5% | -47.2% | +501.8% | +449.8% |
| All | +708.0% | +176.8% | +531.2% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling