+361.6%
PSX vs KGC
+637.7%
-276.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +7.8% | -6.7% | +14.5% | +8.1% |
| 30D | -10.9% | -6.7% | -4.2% | -10.7% |
| 3M | +14.5% | -22.6% | +37.1% | +15.4% |
| 6M | +56.1% | -33.4% | +89.5% | +58.2% |
| YTD | +109.6% | -26.0% | +135.6% | +110.3% |
| 1Y | +95.5% | -18.3% | +113.8% | +95.0% |
| 3Y | +156.2% | +315.8% | -159.6% | +128.0% |
| 5Y | +310.0% | +225.7% | +84.3% | +259.7% |
| All | +361.6% | +637.7% | -276.0% | +314.6% |
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