-16.4%
PINS vs KGC
+928.0%
-944.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -12.0% | -1.3% | -10.8% | -11.9% |
| 30D | -12.7% | +20.3% | -32.9% | -14.8% |
| 3M | -5.5% | +8.1% | -13.6% | -6.9% |
| 6M | +5.3% | -8.8% | +14.0% | +5.6% |
| YTD | -21.2% | +10.1% | -31.3% | -24.1% |
| 1Y | -45.0% | +44.2% | -89.3% | -49.9% |
| 3Y | -26.2% | +533.0% | -559.2% | -51.2% |
| 5Y | -64.0% | +443.0% | -507.0% | -76.1% |
| All | -16.4% | +928.0% | -944.4% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling