-22.3%
PINS vs KGC
+640.6%
-662.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.6% |
| 7D | -2.1% | +10.5% | -12.5% | -3.3% |
| 30D | -6.6% | -4.1% | -2.6% | -6.2% |
| 3M | -18.7% | -13.1% | -5.7% | -17.8% |
| 6M | -10.4% | -27.5% | +17.2% | -7.6% |
| YTD | -26.8% | -20.7% | -6.1% | -26.7% |
| 1Y | -27.9% | -6.1% | -21.8% | -29.9% |
| 3Y | -38.7% | +318.6% | -357.3% | -57.1% |
| 5Y | -59.0% | +289.9% | -348.9% | -71.8% |
| All | -22.3% | +640.6% | -662.9% | -30.7% |
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