+3,391.6%
PFE vs KGC
+229.2%
+3,162.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.7% | -1.7% |
| 7D | -3.7% | +10.5% | -14.2% | -3.9% |
| 30D | +5.0% | -4.1% | +9.0% | +5.0% |
| 3M | +12.2% | -13.1% | +25.3% | +12.4% |
| 6M | +14.6% | -27.5% | +42.1% | +15.0% |
| YTD | +24.1% | -20.7% | +44.8% | +24.3% |
| 1Y | +26.6% | -6.1% | +32.6% | +26.4% |
| 3Y | +14.3% | +318.6% | -304.3% | +11.4% |
| 5Y | -21.9% | +289.9% | -311.9% | -24.0% |
| 10Y | +62.6% | +501.8% | -439.2% | +56.6% |
| All | +3,391.6% | +229.2% | +3,162.4% | +3,275.4% |
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 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