+660.5%
KGC vs PNR
+66.2%
+594.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -6.0% | +0.4% | -4.5% |
| 30D | +6.1% | -14.0% | +20.1% | +9.3% |
| 3M | +17.3% | -21.7% | +39.0% | +22.6% |
| 6M | -10.3% | -37.3% | +27.0% | -2.1% |
| YTD | +3.9% | -45.1% | +49.0% | +15.6% |
| 1Y | +25.7% | -49.1% | +74.9% | +41.9% |
| 3Y | +526.0% | -14.8% | +540.8% | +537.6% |
| 5Y | +455.5% | -21.0% | +476.5% | +448.2% |
| All | +660.5% | +66.2% | +594.4% | +601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling