+920.7%
KGC vs PFG
+1,003.0%
-82.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.2% |
| 7D | +11.1% | +2.3% | +8.9% | +10.8% |
| 30D | -3.7% | +7.6% | -11.3% | -4.6% |
| 3M | -17.2% | +2.5% | -19.7% | -17.5% |
| 6M | -27.3% | +16.6% | -43.9% | -28.8% |
| YTD | -18.5% | +34.1% | -52.6% | -21.6% |
| 1Y | -5.7% | +44.1% | -49.8% | -10.0% |
| 3Y | +336.5% | +86.3% | +250.2% | +301.2% |
| 5Y | +298.7% | +101.6% | +197.1% | +262.2% |
| 10Y | +538.5% | +197.9% | +340.7% | +431.7% |
| All | +920.7% | +1,003.0% | -82.3% | +597.8% |
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