+167.4%
PANW vs KGC
+520.4%
-352.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.4% |
| 7D | +2.0% | -8.4% | +10.4% | +2.7% |
| 30D | -11.8% | +6.3% | -18.2% | -12.4% |
| 3M | +28.6% | +22.4% | +6.2% | +25.8% |
| 6M | +104.4% | -11.4% | +115.8% | +104.9% |
| YTD | +83.8% | +3.1% | +80.6% | +80.2% |
| 1Y | +71.5% | +26.6% | +44.9% | +63.6% |
| All | +167.4% | +520.4% | -352.9% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling