+2.5%
PEP vs KGC
-18.5%
+21.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.1% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +11.8% | -11.6% | +23.4% | +11.7% |
| 3M | +3.7% | -24.5% | +28.2% | +3.8% |
| 6M | -4.3% | -34.6% | +30.2% | -3.7% |
| YTD | +2.1% | -26.2% | +28.3% | +2.5% |
| 1Y | +2.5% | -20.1% | +22.6% | +2.5% |
| All | +2.5% | -18.5% | +21.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling