+710.2%
KGC vs PFG
+239.8%
+470.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.1% | +3.2% | -3.3% | -0.4% |
| 30D | +10.5% | +0.9% | +9.5% | +10.4% |
| 3M | +19.8% | +7.7% | +12.1% | +18.8% |
| 6M | -6.7% | +29.0% | -35.6% | -9.0% |
| YTD | +7.8% | +32.5% | -24.7% | +4.8% |
| 1Y | +35.7% | +47.3% | -11.6% | +30.6% |
| 3Y | +553.7% | +68.2% | +485.5% | +519.6% |
| 5Y | +461.7% | +108.5% | +353.2% | +431.7% |
| 10Y | +710.2% | +241.4% | +468.8% | +538.0% |
| All | +710.2% | +239.8% | +470.4% | +538.0% |
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