+32.9%
PFE vs KGC
+645.2%
-612.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -2.7% | +2.4% | -5.1% | -2.8% |
| 30D | +3.8% | +9.2% | -5.4% | +3.4% |
| 3M | +10.4% | +16.7% | -6.4% | +9.5% |
| 6M | +6.3% | -7.0% | +13.3% | +6.3% |
| YTD | +17.4% | +7.5% | +9.9% | +16.6% |
| 1Y | +21.1% | +34.4% | -13.2% | +19.1% |
| 3Y | -1.6% | +552.0% | -553.6% | -9.7% |
| 5Y | -22.2% | +454.5% | -476.7% | -28.7% |
| 10Y | +32.9% | +658.7% | -625.8% | +22.8% |
| All | +32.9% | +645.2% | -612.3% | +22.8% |
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 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