+568.9%
KGC vs PFG
+195.4%
+373.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.8% |
| 7D | +8.0% | +3.0% | +5.1% | +7.7% |
| 30D | -9.3% | +8.2% | -17.5% | -10.0% |
| 3M | -21.3% | +2.7% | -24.0% | -21.6% |
| 6M | -31.5% | +17.2% | -48.7% | -32.7% |
| YTD | -23.2% | +34.8% | -58.0% | -25.6% |
| 1Y | -15.0% | +43.6% | -58.6% | -18.1% |
| 3Y | +328.7% | +85.4% | +243.3% | +302.8% |
| 5Y | +262.9% | +102.2% | +160.7% | +242.3% |
| 10Y | +568.9% | +190.2% | +378.7% | +538.7% |
| All | +568.9% | +195.4% | +373.5% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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