+463.2%
KGC vs PENG
+720.8%
-257.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.5% |
| 7D | +0.2% | +1.9% | -1.6% | -0.6% |
| 30D | -8.8% | -37.8% | +28.9% | -4.4% |
| 3M | -21.1% | -14.1% | -7.0% | -21.0% |
| 6M | -32.3% | +13.1% | -45.4% | -36.3% |
| YTD | -23.5% | +151.8% | -175.2% | -35.7% |
| 1Y | -15.0% | +136.0% | -151.0% | -28.1% |
| 3Y | +327.5% | +217.9% | +109.6% | +236.9% |
| 5Y | +244.3% | +64.1% | +180.2% | +179.0% |
| All | +463.2% | +720.8% | -257.6% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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