-4.3%
KGC vs PNR
-31.2%
+26.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.4% |
| 7D | -6.8% | +11.9% | -18.7% | -10.1% |
| 30D | -9.2% | +37.1% | -46.3% | -18.6% |
| 3M | -9.1% | +5.7% | -14.8% | -11.4% |
| 6M | -25.7% | -5.7% | -20.0% | -25.0% |
| YTD | -23.6% | -29.8% | +6.2% | -20.3% |
| 1Y | -4.3% | -31.8% | +27.5% | +2.0% |
| All | -4.3% | -31.2% | +26.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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