+1,292.2%
KGC vs PFGC
+484.2%
+808.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | +8.0% | +15.0% | -7.0% | +7.2% |
| 30D | -9.3% | +17.0% | -26.3% | -10.0% |
| 3M | -21.3% | -2.5% | -18.9% | -21.3% |
| 6M | -31.5% | +19.2% | -50.7% | -32.1% |
| YTD | -23.2% | +23.4% | -46.7% | -24.1% |
| 1Y | -15.0% | +13.9% | -28.9% | -15.7% |
| 3Y | +328.7% | +82.0% | +246.7% | +315.9% |
| 5Y | +262.9% | +128.7% | +134.2% | +249.1% |
| 10Y | +568.9% | +361.5% | +207.3% | +590.8% |
| All | +1,292.2% | +484.2% | +808.0% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling