+336.5%
KGC vs PFG
+84.7%
+251.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +1.7% |
| 7D | +11.1% | +2.3% | +8.9% | +10.5% |
| 30D | -3.7% | +7.6% | -11.3% | -5.4% |
| 3M | -17.2% | +2.5% | -19.7% | -17.9% |
| 6M | -27.3% | +16.6% | -43.9% | -30.3% |
| YTD | -18.5% | +34.1% | -52.6% | -24.5% |
| 1Y | -5.7% | +44.1% | -49.8% | -13.8% |
| 3Y | +336.5% | +86.3% | +250.2% | +266.6% |
| All | +336.5% | +84.7% | +251.8% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling