+35.7%
KGC vs PFGC
-8.5%
+44.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.1% | -3.7% | +3.6% | +0.5% |
| 30D | +10.5% | -16.0% | +26.4% | +13.4% |
| 3M | +19.8% | -4.1% | +23.9% | +20.3% |
| 6M | -6.7% | +8.7% | -15.4% | -9.0% |
| YTD | +7.8% | +6.4% | +1.4% | +6.4% |
| 1Y | +35.7% | -8.4% | +44.0% | +26.6% |
| All | +35.7% | -8.5% | +44.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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