+558.1%
PBR vs KGC
+459.8%
+98.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +17.5% | +10.5% | +7.1% | +15.8% |
| 3M | +20.9% | +19.8% | +1.1% | +17.4% |
| 6M | +20.2% | -6.7% | +26.9% | +20.2% |
| YTD | +84.3% | +7.8% | +76.5% | +79.0% |
| 1Y | +77.1% | +35.7% | +41.4% | +64.1% |
| 3Y | +100.8% | +553.7% | -452.9% | +32.6% |
| All | +558.1% | +459.8% | +98.3% | +338.9% |
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