+4.6%
PGR vs KGC
-12.0%
+16.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.1% |
| 7D | -3.4% | -8.4% | +5.0% | -4.2% |
| 30D | +1.8% | +6.3% | -4.5% | +2.6% |
| 3M | +5.9% | +22.4% | -16.5% | +9.6% |
| 6M | +4.6% | -11.4% | +16.0% | +2.4% |
| All | +4.6% | -12.0% | +16.6% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling