+3,280.3%
PEP vs KGC
+219.6%
+3,060.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | -9.3% | +22.8% | +13.7% |
| 3M | +3.9% | -15.9% | +19.8% | +4.2% |
| 6M | -6.0% | -24.9% | +18.9% | -5.7% |
| YTD | +2.5% | -23.0% | +25.5% | +2.7% |
| 1Y | +3.9% | -9.9% | +13.9% | +3.9% |
| 3Y | -4.7% | +301.2% | -305.9% | -7.7% |
| 5Y | +1.1% | +278.5% | -277.4% | -2.3% |
| 10Y | +83.8% | +484.3% | -400.4% | +75.4% |
| All | +3,280.3% | +219.6% | +3,060.6% | +3,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling