+23.2%
PFE vs KGC
-15.6%
+38.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | +12.2% | -21.1% | +33.3% | +13.6% |
| 6M | +17.8% | -32.3% | +50.1% | +20.0% |
| YTD | +26.2% | -23.5% | +49.6% | +25.1% |
| 1Y | +23.2% | -15.0% | +38.1% | +19.8% |
| All | +23.2% | -15.6% | +38.8% | +19.8% |
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