+1,278.9%
KGC vs PFG
+1,015.3%
+263.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.1% |
| 7D | -1.3% | +5.5% | -6.8% | -1.9% |
| 30D | +20.3% | +2.4% | +17.9% | +19.9% |
| 3M | +8.1% | +13.6% | -5.5% | +6.2% |
| 6M | -8.8% | +27.9% | -36.6% | -11.6% |
| YTD | +10.1% | +35.6% | -25.5% | +5.8% |
| 1Y | +44.2% | +48.5% | -4.2% | +37.0% |
| 3Y | +533.0% | +66.9% | +466.2% | +489.8% |
| 5Y | +443.0% | +111.0% | +332.0% | +390.6% |
| 10Y | +678.6% | +244.5% | +434.1% | +535.9% |
| All | +1,278.9% | +1,015.3% | +263.6% | +841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling