+286.2%
KGC vs PEGA
-45.3%
+331.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +3.4% |
| 7D | +10.5% | -4.5% | +15.0% | +11.0% |
| 30D | -4.1% | -5.7% | +1.6% | -3.5% |
| 3M | -13.1% | +2.7% | -15.7% | -13.4% |
| 6M | -27.5% | -10.5% | -17.0% | -27.1% |
| YTD | -20.7% | -45.4% | +24.7% | -16.3% |
| 1Y | -6.1% | -44.7% | +38.7% | -1.1% |
| 3Y | +318.6% | +45.7% | +272.9% | +287.2% |
| All | +286.2% | -45.3% | +331.5% | +276.9% |
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