+668.5%
PBR vs KGC
+692.5%
-24.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +2.7% |
| 7D | +4.2% | -8.4% | +12.7% | +5.4% |
| 30D | +22.7% | +6.3% | +16.4% | +21.5% |
| 3M | +21.5% | +22.4% | -0.9% | +17.6% |
| 6M | +24.0% | -11.4% | +35.4% | +24.5% |
| YTD | +88.2% | +3.1% | +85.1% | +84.2% |
| 1Y | +74.8% | +26.6% | +48.2% | +65.0% |
| 3Y | +105.1% | +525.6% | -420.5% | +49.3% |
| 5Y | +572.2% | +451.7% | +120.6% | +386.6% |
| All | +668.5% | +692.5% | -24.0% | +410.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling