+222.0%
KGC vs PR
+273.3%
-51.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -6.7% | +6.0% | -12.6% | -7.3% |
| 30D | -6.7% | -4.2% | -2.5% | -6.4% |
| 3M | -22.6% | +10.0% | -32.5% | -23.8% |
| 6M | -33.4% | +15.6% | -49.0% | -35.1% |
| YTD | -26.0% | +68.2% | -94.2% | -32.5% |
| 1Y | -18.3% | +79.2% | -97.5% | -26.3% |
| 3Y | +315.8% | +94.9% | +220.9% | +261.4% |
| All | +222.0% | +273.3% | -51.3% | +147.5% |
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