+73.3%
PANW vs KGC
+43.6%
+29.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -10.3% | -1.3% | -9.0% | -10.2% |
| 30D | -8.1% | +20.3% | -28.4% | -9.1% |
| 3M | +19.3% | +8.1% | +11.3% | +18.3% |
| 6M | +110.2% | -8.8% | +118.9% | +108.9% |
| YTD | +80.9% | +10.1% | +70.9% | +76.0% |
| 1Y | +73.3% | +44.2% | +29.0% | +62.0% |
| All | +73.3% | +43.6% | +29.6% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling