+499.4%
KGC vs PENG
+661.7%
-162.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.5% | +1.6% |
| 7D | +11.1% | -3.8% | +14.9% | +10.7% |
| 30D | -3.7% | -40.1% | +36.3% | +1.5% |
| 3M | -17.2% | -21.8% | +4.6% | -16.2% |
| 6M | -27.3% | +3.3% | -30.6% | -30.7% |
| YTD | -18.5% | +133.6% | -152.2% | -30.9% |
| 1Y | -5.7% | +110.7% | -116.4% | -19.1% |
| 3Y | +336.5% | +204.3% | +132.2% | +246.0% |
| 5Y | +298.7% | +54.4% | +244.3% | +225.7% |
| All | +499.4% | +661.7% | -162.3% | +303.4% |
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