+3.5%
PEP vs KGC
-8.9%
+12.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.4% |
| 7D | +1.0% | +11.1% | -10.1% | +0.9% |
| 30D | +12.6% | -3.7% | +16.4% | +12.5% |
| 3M | +3.1% | -17.2% | +20.4% | +3.2% |
| 6M | -6.3% | -27.3% | +21.0% | -5.8% |
| YTD | +1.9% | -18.5% | +20.4% | +2.3% |
| All | +3.5% | -8.9% | +12.4% | +3.8% |
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