-60.1%
PINS vs KGC
+226.6%
-286.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +1.0% | -6.7% | +7.7% | +1.5% |
| 30D | -12.0% | -6.7% | -5.3% | -11.6% |
| 3M | -17.9% | -22.6% | +4.7% | -16.7% |
| 6M | -1.0% | -33.4% | +32.4% | +1.4% |
| YTD | -26.0% | -26.0% | 0.0% | -26.1% |
| 1Y | -28.5% | -18.3% | -10.2% | -29.5% |
| 3Y | -39.2% | +315.8% | -355.0% | -57.2% |
| All | -60.1% | +226.6% | -286.7% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling