+25.7%
KGC vs PEGA
-36.0%
+61.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -5.6% | -3.0% | -2.6% | -5.4% |
| 30D | +6.1% | +15.9% | -9.7% | +5.0% |
| 3M | +17.3% | +10.8% | +6.5% | +16.6% |
| 6M | -10.3% | -16.5% | +6.2% | -8.1% |
| YTD | +3.9% | -39.0% | +42.9% | +10.9% |
| 1Y | +25.7% | -37.3% | +63.0% | +33.2% |
| All | +25.7% | -36.0% | +61.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling