+15.5%
PH vs KGC
-14.2%
+29.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +1.6% |
| 7D | +2.1% | +8.0% | -5.9% | +1.0% |
| 30D | +0.3% | -9.3% | +9.6% | +1.5% |
| 3M | -8.8% | -21.3% | +12.5% | -6.3% |
| 6M | +10.0% | -31.5% | +41.5% | +14.9% |
| YTD | +10.5% | -23.2% | +33.7% | +12.0% |
| 1Y | +15.5% | -15.0% | +30.6% | +16.3% |
| All | +15.5% | -14.2% | +29.7% | +16.3% |
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