-12.0%
PCAR vs KGC
-26.6%
+14.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | +0.1% | +10.5% | -10.4% | -1.6% |
| 30D | -4.6% | -4.1% | -0.5% | -4.3% |
| 3M | -22.6% | -13.1% | -9.5% | -21.5% |
| 6M | -12.0% | -27.5% | +15.6% | -7.2% |
| All | -12.0% | -26.6% | +14.6% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling