+1,896.2%
KGC vs PFGC
+419.1%
+1,477.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +20.3% | -11.9% | +32.2% | +21.0% |
| 3M | +8.1% | +5.0% | +3.1% | +7.8% |
| 6M | -8.8% | +8.6% | -17.4% | -9.2% |
| YTD | +10.1% | +9.7% | +0.4% | +9.5% |
| 1Y | +44.2% | -6.3% | +50.5% | +44.3% |
| 3Y | +533.0% | +58.2% | +474.8% | +518.4% |
| 5Y | +443.0% | +110.4% | +332.6% | +425.7% |
| 10Y | +678.6% | +272.8% | +405.8% | +712.2% |
| All | +1,896.2% | +419.1% | +1,477.1% | +1,804.6% |
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 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