+72.9%
PBR vs KGC
-5.3%
+78.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.5% | -14.4% | -6.6% |
| 7D | -11.0% | -6.8% | -4.2% | -11.0% |
| 30D | -18.8% | -9.2% | -9.6% | -18.8% |
| 3M | +7.8% | -9.1% | +16.9% | +7.6% |
| 6M | -7.6% | -25.7% | +18.1% | -7.2% |
| YTD | +72.7% | -23.6% | +96.3% | +71.7% |
| 1Y | +72.9% | -4.3% | +77.2% | +67.0% |
| All | +72.9% | -5.3% | +78.3% | +67.0% |
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