+35.3%
KGC vs PFG
+49.1%
-13.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +2.4% | +6.0% | -3.5% | +0.8% |
| 30D | +9.2% | +2.2% | +7.0% | +8.4% |
| 3M | +16.7% | +10.4% | +6.4% | +12.6% |
| 6M | -7.0% | +27.8% | -34.8% | -15.3% |
| YTD | +7.5% | +33.6% | -26.2% | -2.9% |
| All | +35.3% | +49.1% | -13.8% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling