+117.4%
PM vs KGC
+450.1%
-332.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -3.4% | +20.3% | -23.7% | -4.9% |
| 3M | +5.2% | +8.1% | -2.9% | +4.3% |
| 6M | +3.7% | -8.8% | +12.5% | +4.2% |
| YTD | +15.8% | +10.1% | +5.7% | +13.6% |
| 1Y | +17.4% | +44.2% | -26.8% | +11.3% |
| 3Y | +116.9% | +533.0% | -416.1% | +71.2% |
| All | +117.4% | +450.1% | -332.7% | +71.5% |
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