+713.9%
PH vs KGC
+506.2%
+207.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +1.4% |
| 7D | +2.1% | +8.0% | -5.9% | +1.4% |
| 30D | +0.3% | -9.3% | +9.6% | +1.0% |
| 3M | -8.8% | -21.3% | +12.5% | -7.3% |
| 6M | +10.0% | -31.5% | +41.5% | +12.8% |
| YTD | +10.5% | -23.2% | +33.7% | +11.9% |
| 1Y | +15.5% | -15.0% | +30.6% | +16.1% |
| 3Y | +136.4% | +328.7% | -192.4% | +107.7% |
| 5Y | +213.6% | +262.9% | -49.3% | +172.5% |
| 10Y | +713.9% | +568.9% | +145.0% | +615.1% |
| All | +713.9% | +506.2% | +207.7% | +615.1% |
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 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