+172.3%
PCAR vs KGC
+450.1%
-277.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -6.2% | +20.3% | -26.5% | -7.7% |
| 3M | +5.9% | +8.1% | -2.2% | +4.9% |
| 6M | +0.4% | -8.8% | +9.2% | +0.4% |
| YTD | +14.8% | +10.1% | +4.8% | +13.6% |
| 1Y | +30.1% | +44.2% | -14.1% | +26.6% |
| 3Y | +66.7% | +533.0% | -466.4% | +41.9% |
| All | +172.3% | +450.1% | -277.8% | +124.0% |
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