+162.6%
PM vs KGC
+226.6%
-64.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | +0.5% | -6.7% | +7.2% | +1.0% |
| 30D | -3.2% | -6.7% | +3.4% | -2.9% |
| 3M | +6.2% | -22.6% | +28.8% | +7.7% |
| 6M | +7.7% | -33.4% | +41.1% | +10.4% |
| YTD | +27.3% | -26.0% | +53.3% | +28.2% |
| 1Y | +32.8% | -18.3% | +51.1% | +32.2% |
| 3Y | +150.0% | +315.8% | -165.8% | +103.4% |
| All | +162.6% | +226.6% | -64.1% | +119.5% |
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 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