+463.0%
KGC vs PR
+433.6%
+29.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +20.3% | +18.0% | +2.2% | +17.9% |
| 3M | +8.1% | +16.9% | -8.8% | +5.8% |
| 6M | -8.8% | +28.2% | -37.0% | -12.5% |
| YTD | +10.1% | +69.3% | -59.3% | +1.1% |
| 1Y | +44.2% | +69.5% | -25.3% | +32.2% |
| 3Y | +533.0% | +81.7% | +451.3% | +462.3% |
| All | +463.0% | +433.6% | +29.4% | +325.3% |
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 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