+316.7%
PANW vs KGC
+453.5%
-136.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | -5.6% | +4.9% | -0.3% |
| 30D | -14.6% | +6.1% | -20.7% | -15.2% |
| 3M | +18.3% | +17.3% | +1.0% | +16.1% |
| 6M | +100.5% | -10.3% | +110.8% | +100.9% |
| YTD | +79.5% | +3.9% | +75.7% | +76.4% |
| 1Y | +66.7% | +25.7% | +41.0% | +59.9% |
| 3Y | +161.2% | +526.0% | -364.7% | +109.9% |
| All | +316.7% | +453.5% | -136.8% | +227.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling