+31.8%
PCAR vs KGC
+317.1%
-285.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.6% |
| 7D | +0.1% | +10.5% | -10.4% | -0.7% |
| 30D | -4.6% | -4.1% | -0.5% | -4.4% |
| 3M | -22.6% | -13.1% | -9.5% | -22.0% |
| 6M | -12.0% | -27.5% | +15.6% | -10.6% |
| YTD | -6.1% | -20.7% | +14.6% | -4.5% |
| 1Y | +6.3% | -6.1% | +12.4% | +8.2% |
| 3Y | +31.8% | +318.6% | -286.8% | +29.1% |
| All | +31.8% | +317.1% | -285.3% | +29.1% |
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