+454.5%
KGC vs PFG
+110.7%
+343.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +2.4% | +6.0% | -3.5% | +0.7% |
| 30D | +9.2% | +2.2% | +7.0% | +8.5% |
| 3M | +16.7% | +10.4% | +6.4% | +13.0% |
| 6M | -7.0% | +27.8% | -34.8% | -13.9% |
| YTD | +7.5% | +33.6% | -26.2% | -2.0% |
| 1Y | +34.4% | +49.3% | -14.9% | +18.5% |
| 3Y | +552.0% | +69.7% | +482.2% | +437.9% |
| 5Y | +454.5% | +111.3% | +343.2% | +337.4% |
| All | +454.5% | +110.7% | +343.8% | +337.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling