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  • PBR vs KGC✓SelectedUSD · KGCPBR vs KGC performance historyLatest closeAs of-1.90%09/04
Stock and ETF performance explorer

PBR vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,573.8%
KGC return
+1,819.4%
Excess return
-245.7%
Maximum drawdown
-95.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
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