+3,280.0%
PFE vs KGC
+357.0%
+2,922.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.2% |
| 7D | +1.8% | -1.3% | +3.0% | +1.8% |
| 30D | +10.2% | +20.3% | -10.0% | +9.9% |
| 3M | +12.7% | +8.1% | +4.6% | +12.5% |
| 6M | +10.5% | -8.8% | +19.3% | +10.6% |
| YTD | +20.2% | +10.1% | +10.1% | +19.8% |
| 1Y | +24.1% | +44.2% | -20.2% | +23.1% |
| 3Y | -3.6% | +533.0% | -536.6% | -6.6% |
| 5Y | -20.9% | +443.0% | -463.9% | -23.4% |
| 10Y | +35.8% | +678.6% | -642.7% | +30.3% |
| All | +3,280.0% | +357.0% | +2,922.9% | +3,152.1% |
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