+146.0%
PM vs KGC
+317.1%
-171.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.9% |
| 7D | -5.2% | +10.5% | -15.7% | -5.6% |
| 30D | +2.7% | -4.1% | +6.7% | +2.8% |
| 3M | +6.1% | -13.1% | +19.2% | +6.4% |
| 6M | +18.0% | -27.5% | +45.6% | +19.7% |
| YTD | +26.6% | -20.7% | +47.3% | +26.6% |
| 1Y | +36.7% | -6.1% | +42.7% | +34.4% |
| 3Y | +146.0% | +318.6% | -172.6% | +105.5% |
| All | +146.0% | +317.1% | -171.1% | +105.5% |
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