+338.3%
PSX vs KGC
+506.2%
-167.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.7% |
| 7D | -7.8% | +8.0% | -15.8% | -8.1% |
| 30D | -9.9% | -9.3% | -0.6% | -9.6% |
| 3M | +16.9% | -21.3% | +38.3% | +17.8% |
| 6M | +48.0% | -31.5% | +79.5% | +49.9% |
| YTD | +98.3% | -23.2% | +121.6% | +98.8% |
| 1Y | +86.2% | -15.0% | +101.2% | +85.4% |
| 3Y | +144.0% | +328.7% | -184.7% | +116.7% |
| 5Y | +287.7% | +262.9% | +24.8% | +239.2% |
| 10Y | +338.3% | +568.9% | -230.6% | +291.8% |
| All | +338.3% | +506.2% | -167.9% | +291.8% |
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