+73.4%
PGR vs KGC
+524.7%
-451.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -0.6% | -5.6% | +5.0% | -0.6% |
| 30D | +4.9% | +6.1% | -1.2% | +5.0% |
| 3M | +7.6% | +17.3% | -9.7% | +7.8% |
| 6M | +8.3% | -10.3% | +18.5% | +8.5% |
| YTD | +1.7% | +3.9% | -2.1% | +1.6% |
| 1Y | -6.8% | +25.7% | -32.6% | -7.7% |
| 3Y | +73.4% | +526.0% | -452.5% | +58.1% |
| All | +73.4% | +524.7% | -451.2% | +58.1% |
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 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