+76.6%
PEP vs KGC
+645.2%
-568.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +0.7% | +9.2% | -8.6% | +0.1% |
| 3M | -0.5% | +16.7% | -17.3% | -1.5% |
| 6M | -11.3% | -7.0% | -4.3% | -11.3% |
| YTD | -0.6% | +7.5% | -8.1% | -1.6% |
| 1Y | +1.7% | +34.4% | -32.7% | -0.9% |
| 3Y | -12.5% | +552.0% | -564.4% | -24.4% |
| 5Y | +3.9% | +454.5% | -450.6% | -10.5% |
| 10Y | +76.6% | +658.7% | -582.1% | +49.5% |
| All | +76.6% | +645.2% | -568.6% | +49.5% |
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