+463.0%
KGC vs PEGA
-46.5%
+509.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.3% | +3.3% | -4.6% | -1.6% |
| 30D | +20.3% | +17.7% | +2.5% | +18.3% |
| 3M | +8.1% | +5.8% | +2.3% | +7.1% |
| 6M | -8.8% | -20.3% | +11.5% | -7.0% |
| YTD | +10.1% | -37.1% | +47.2% | +14.7% |
| 1Y | +44.2% | -30.2% | +74.4% | +48.2% |
| 3Y | +533.0% | +48.1% | +484.9% | +485.1% |
| All | +463.0% | -46.5% | +509.5% | +441.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling