+222.0%
KGC vs PENG
+56.5%
+165.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.9% |
| 7D | -6.7% | +13.2% | -19.9% | -8.2% |
| 30D | -6.7% | -29.9% | +23.3% | -3.5% |
| 3M | -22.6% | -22.2% | -0.3% | -21.6% |
| 6M | -33.4% | -1.9% | -31.5% | -36.3% |
| YTD | -26.0% | +142.1% | -168.1% | -38.5% |
| 1Y | -18.3% | +151.5% | -169.8% | -32.6% |
| 3Y | +315.8% | +206.9% | +108.9% | +224.4% |
| All | +222.0% | +56.5% | +165.5% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling