+100.0%
PBR vs KGC
+548.3%
-448.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +17.5% | +10.5% | +7.1% | +16.4% |
| 3M | +20.9% | +19.8% | +1.1% | +18.5% |
| 6M | +20.2% | -6.7% | +26.9% | +20.6% |
| YTD | +84.3% | +7.8% | +76.5% | +80.2% |
| 1Y | +77.1% | +35.7% | +41.4% | +65.9% |
| All | +100.0% | +548.3% | -448.3% | +22.9% |
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 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