+74.7%
PBR vs KGC
+28.2%
+46.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +5.4% | -5.6% | +11.0% | +5.3% |
| 30D | +22.9% | +6.1% | +16.7% | +22.8% |
| 3M | +19.6% | +17.3% | +2.3% | +19.7% |
| 6M | +16.5% | -10.3% | +26.8% | +17.3% |
| YTD | +86.7% | +3.9% | +82.8% | +87.3% |
| 1Y | +74.7% | +25.7% | +49.0% | +73.9% |
| All | +74.7% | +28.2% | +46.5% | +73.9% |
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 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