+1.6%
PG vs KGC
+524.7%
-523.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -0.8% | -5.6% | +4.8% | -0.7% |
| 30D | +0.8% | +6.1% | -5.3% | +0.7% |
| 3M | -1.3% | +17.3% | -18.7% | -1.7% |
| 6M | -3.8% | -10.3% | +6.5% | -3.6% |
| YTD | +3.6% | +3.9% | -0.2% | +3.7% |
| 1Y | -5.7% | +25.7% | -31.5% | -6.0% |
| 3Y | +1.6% | +526.0% | -524.4% | -6.2% |
| All | +1.6% | +524.7% | -523.1% | -6.2% |
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