+19.3%
PH vs KGC
-5.3%
+24.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -4.6% |
| 7D | -0.2% | -6.8% | +6.6% | +0.7% |
| 30D | -6.7% | -9.2% | +2.4% | -5.6% |
| 3M | -8.1% | -9.1% | +1.0% | -7.7% |
| 6M | +5.3% | -25.7% | +31.0% | +8.4% |
| YTD | +4.2% | -23.6% | +27.8% | +7.2% |
| 1Y | +19.3% | -4.3% | +23.6% | +23.8% |
| All | +19.3% | -5.3% | +24.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling