+357.1%
PSX vs KGC
+567.0%
-210.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -8.1% | -8.8% | +0.7% | -7.8% |
| 3M | +15.9% | -21.1% | +37.0% | +16.8% |
| 6M | +49.4% | -32.3% | +81.7% | +51.4% |
| YTD | +104.7% | -23.5% | +128.1% | +105.1% |
| 1Y | +89.1% | -15.0% | +104.1% | +88.3% |
| 3Y | +151.7% | +327.5% | -175.8% | +123.7% |
| 5Y | +298.3% | +244.3% | +54.0% | +248.8% |
| 10Y | +357.1% | +634.8% | -277.7% | +308.7% |
| All | +357.1% | +567.0% | -210.0% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling