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  • PFE vs KGC✓SelectedUSD · KGCPFE vs KGC performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,280.0%
KGC return
+357.0%
Excess return
+2,922.9%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
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