+445.9%
KGC vs PNR
-21.7%
+467.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -6.0% | +0.4% | -3.7% |
| 30D | +6.1% | -14.0% | +20.1% | +11.3% |
| 3M | +17.3% | -21.7% | +39.0% | +25.9% |
| 6M | -10.3% | -37.3% | +27.0% | +3.4% |
| YTD | +3.9% | -45.1% | +49.0% | +23.8% |
| 1Y | +25.7% | -49.1% | +74.9% | +53.5% |
| 3Y | +526.0% | -14.8% | +540.8% | +523.9% |
| All | +445.9% | -21.7% | +467.6% | +384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling