+142.5%
PH vs KGC
+562.0%
-419.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -3.2% | +20.3% | -23.5% | -5.3% |
| 3M | +10.6% | +8.1% | +2.5% | +9.2% |
| 6M | -2.1% | -8.8% | +6.6% | -2.0% |
| YTD | +10.2% | +10.1% | +0.1% | +8.2% |
| 1Y | +28.2% | +44.2% | -16.0% | +22.2% |
| All | +142.5% | +562.0% | -419.4% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling