+286.2%
KGC vs PR
+225.0%
+61.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.8% |
| 7D | +10.5% | -16.4% | +26.9% | +12.7% |
| 30D | -4.1% | -1.9% | -2.2% | -4.1% |
| 3M | -13.1% | +8.0% | -21.0% | -14.3% |
| 6M | -27.5% | +4.1% | -31.6% | -28.4% |
| YTD | -20.7% | +58.7% | -79.4% | -27.1% |
| 1Y | -6.1% | +75.8% | -81.9% | -15.0% |
| 3Y | +318.6% | +73.2% | +245.5% | +271.2% |
| All | +286.2% | +225.0% | +61.2% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling