+792.3%
PH vs KGC
+645.2%
+147.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | -10.8% | +9.2% | -20.0% | -11.5% |
| 3M | +8.5% | +16.7% | -8.3% | +6.9% |
| 6M | +3.9% | -7.0% | +10.9% | +4.0% |
| YTD | +9.4% | +7.5% | +1.9% | +8.1% |
| 1Y | +26.8% | +34.4% | -7.6% | +22.9% |
| 3Y | +140.8% | +552.0% | -411.2% | +105.7% |
| 5Y | +253.8% | +454.5% | -200.7% | +199.9% |
| 10Y | +792.3% | +658.7% | +133.7% | +683.8% |
| All | +792.3% | +645.2% | +147.2% | +683.8% |
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 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