+1,573.8%
PBR vs KGC
+1,819.4%
-245.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | +8.6% | -1.3% | +9.9% | +8.7% |
| 30D | +12.8% | +20.3% | -7.5% | +8.6% |
| 3M | +14.7% | +8.1% | +6.6% | +11.9% |
| 6M | +25.2% | -8.8% | +33.9% | +25.0% |
| YTD | +77.1% | +10.1% | +67.1% | +69.6% |
| 1Y | +69.6% | +44.2% | +25.3% | +52.8% |
| 3Y | +95.6% | +533.0% | -437.5% | +28.6% |
| 5Y | +501.8% | +443.0% | +58.8% | +295.4% |
| 10Y | +640.6% | +678.6% | -38.0% | +307.6% |
| All | +1,573.8% | +1,819.4% | -245.7% | +898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling