+465.0%
KGC vs PR
+147.8%
+317.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.9% |
| 7D | 0.0% | -16.5% | +16.5% | +0.4% |
| 30D | -9.3% | -4.5% | -4.8% | -9.3% |
| 3M | -15.9% | +8.5% | -24.4% | -16.1% |
| 6M | -24.9% | -3.3% | -21.5% | -24.9% |
| YTD | -23.0% | +55.7% | -78.7% | -24.2% |
| 1Y | -9.9% | +82.0% | -92.0% | -11.7% |
| 3Y | +301.2% | +62.5% | +238.8% | +293.3% |
| 5Y | +278.5% | +223.9% | +54.6% | +265.1% |
| 10Y | +484.3% | +64.2% | +420.0% | +525.7% |
| All | +465.0% | +147.8% | +317.2% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling