+44.2%
KGC vs PNR
-43.1%
+87.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | +20.3% | -12.8% | +33.0% | +25.4% |
| 3M | +8.1% | -17.0% | +25.1% | +13.9% |
| 6M | -8.8% | -37.4% | +28.7% | +4.0% |
| YTD | +10.1% | -41.6% | +51.7% | +24.2% |
| 1Y | +44.2% | -44.6% | +88.8% | +68.2% |
| All | +44.2% | -43.1% | +87.3% | +68.2% |
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