+99.6%
PSX vs KGC
+43.6%
+56.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | 0.0% |
| 7D | +4.5% | -1.3% | +5.8% | +4.5% |
| 30D | +26.6% | +20.3% | +6.3% | +28.2% |
| 3M | +39.3% | +8.1% | +31.2% | +40.8% |
| 6M | +56.8% | -8.8% | +65.6% | +59.1% |
| YTD | +101.8% | +10.1% | +91.8% | +102.3% |
| 1Y | +99.6% | +44.2% | +55.4% | +110.1% |
| All | +99.6% | +43.6% | +56.0% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling