+568.9%
KGC vs PR
+65.1%
+503.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.8% |
| 7D | +8.0% | -9.5% | +17.5% | +8.3% |
| 30D | -9.3% | -5.7% | -3.6% | -9.2% |
| 3M | -21.3% | +3.0% | -24.3% | -21.4% |
| 6M | -31.5% | +11.8% | -43.3% | -31.8% |
| YTD | -23.2% | +58.5% | -81.7% | -24.5% |
| 1Y | -15.0% | +69.9% | -84.9% | -16.6% |
| 3Y | +328.7% | +84.9% | +243.8% | +318.4% |
| 5Y | +262.9% | +246.4% | +16.4% | +248.8% |
| 10Y | +568.9% | +70.3% | +498.6% | +606.3% |
| All | +568.9% | +65.1% | +503.8% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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