+50.7%
PFE vs KGC
+567.0%
-516.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +5.2% | -8.8% | +14.0% | +5.5% |
| 3M | +12.2% | -21.1% | +33.3% | +13.1% |
| 6M | +17.8% | -32.3% | +50.1% | +19.3% |
| YTD | +26.2% | -23.5% | +49.6% | +26.9% |
| 1Y | +23.2% | -15.0% | +38.1% | +23.3% |
| 3Y | +21.3% | +327.5% | -306.2% | +12.9% |
| 5Y | -23.1% | +244.3% | -267.4% | -28.6% |
| 10Y | +50.7% | +634.8% | -584.0% | +39.4% |
| All | +50.7% | +567.0% | -516.3% | +39.4% |
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