+367.2%
PCAR vs KGC
+646.4%
-279.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | -6.2% | +20.3% | -26.5% | -7.2% |
| 3M | +5.9% | +8.1% | -2.2% | +5.3% |
| 6M | +0.4% | -8.8% | +9.2% | +0.5% |
| YTD | +14.8% | +10.1% | +4.8% | +14.0% |
| 1Y | +30.1% | +44.2% | -14.1% | +27.7% |
| 3Y | +66.6% | +533.0% | -466.4% | +51.9% |
| 5Y | +166.1% | +443.0% | -276.9% | +140.8% |
| All | +367.2% | +646.4% | -279.2% | +329.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling