+358.2%
PSX vs KGC
+635.9%
-277.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.8% |
| 7D | +6.4% | -4.1% | +10.5% | +6.6% |
| 30D | -10.2% | -11.6% | +1.5% | -9.8% |
| 3M | +17.2% | -24.5% | +41.7% | +18.2% |
| 6M | +51.8% | -34.6% | +86.3% | +54.0% |
| YTD | +108.0% | -26.2% | +134.2% | +108.7% |
| 1Y | +96.1% | -20.1% | +116.3% | +95.8% |
| 3Y | +155.9% | +312.4% | -156.5% | +127.8% |
| 5Y | +306.9% | +224.9% | +82.0% | +257.0% |
| All | +358.2% | +635.9% | -277.7% | +311.5% |
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 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