+318.6%
KGC vs PENG
+184.4%
+134.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.4% | -9.4% | +1.5% |
| 7D | +10.5% | -19.4% | +29.9% | +12.5% |
| 30D | -4.1% | -42.4% | +38.3% | +1.9% |
| 3M | -13.1% | -25.6% | +12.6% | -11.4% |
| 6M | -27.5% | +7.3% | -34.8% | -32.7% |
| YTD | -20.7% | +113.9% | -134.6% | -35.2% |
| 1Y | -6.1% | +93.6% | -99.6% | -22.3% |
| 3Y | +318.6% | +170.2% | +148.4% | +242.3% |
| All | +318.6% | +184.4% | +134.2% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling