+14.3%
PFE vs KGC
+317.1%
-302.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.7% | -1.7% |
| 7D | -3.7% | +10.5% | -14.2% | -4.0% |
| 30D | +5.0% | -4.1% | +9.0% | +5.0% |
| 3M | +12.2% | -13.1% | +25.3% | +12.6% |
| 6M | +14.6% | -27.5% | +42.1% | +15.5% |
| YTD | +24.1% | -20.7% | +44.8% | +24.7% |
| 1Y | +26.6% | -6.1% | +32.6% | +26.7% |
| 3Y | +14.3% | +318.6% | -304.3% | +10.9% |
| All | +14.3% | +317.1% | -302.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling