+694.2%
PH vs KGC
+637.7%
+56.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +4.1% | -6.7% | +10.8% | +4.7% |
| 30D | -0.1% | -6.7% | +6.6% | +0.4% |
| 3M | -9.6% | -22.6% | +13.0% | -7.9% |
| 6M | +8.5% | -33.4% | +42.0% | +11.5% |
| YTD | +9.4% | -26.0% | +35.4% | +11.1% |
| 1Y | +14.2% | -18.3% | +32.5% | +15.1% |
| 3Y | +134.0% | +315.8% | -181.8% | +105.8% |
| 5Y | +203.8% | +225.7% | -21.9% | +165.1% |
| All | +694.2% | +637.7% | +56.5% | +597.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling