+555.2%
KGC vs PR
+73.2%
+482.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | +20.3% | +18.0% | +2.2% | +18.8% |
| 3M | +8.1% | +16.9% | -8.8% | +6.8% |
| 6M | -8.8% | +28.2% | -37.0% | -11.9% |
| YTD | +10.1% | +69.3% | -59.3% | +1.7% |
| 1Y | +44.2% | +69.5% | -25.3% | +33.0% |
| All | +555.2% | +73.2% | +482.0% | +463.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling