+13.4%
KGC vs PEGA
+1,005.9%
-992.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -5.8% |
| 7D | +8.0% | -8.2% | +16.2% | +8.3% |
| 30D | -9.3% | -11.6% | +2.2% | -9.0% |
| 3M | -21.3% | -4.2% | -17.2% | -21.3% |
| 6M | -31.5% | -12.0% | -19.5% | -31.3% |
| YTD | -23.2% | -46.9% | +23.7% | -22.1% |
| 1Y | -15.0% | -47.0% | +31.9% | -13.8% |
| 3Y | +328.7% | +40.9% | +287.8% | +321.9% |
| 5Y | +262.9% | -45.4% | +308.3% | +262.0% |
| 10Y | +568.9% | +95.9% | +473.0% | +550.9% |
| All | +13.4% | +1,005.9% | -992.5% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling