+451.7%
KGC vs PNR
-21.1%
+472.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -8.4% | -5.5% | -2.9% | -6.8% |
| 30D | +6.3% | -15.6% | +21.9% | +12.1% |
| 3M | +22.4% | -20.2% | +42.6% | +30.6% |
| 6M | -11.4% | -36.6% | +25.2% | +1.8% |
| YTD | +3.1% | -45.0% | +48.1% | +22.8% |
| 1Y | +26.6% | -47.4% | +74.1% | +52.9% |
| 3Y | +525.6% | -13.7% | +539.3% | +520.8% |
| 5Y | +451.7% | -20.8% | +472.5% | +387.2% |
| All | +451.7% | -21.1% | +472.7% | +387.2% |
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 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