+386.6%
PSX vs KGC
+678.3%
-291.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +21.6% | +10.5% | +11.2% | +21.0% |
| 3M | +46.5% | +19.8% | +26.7% | +44.9% |
| 6M | +62.0% | -6.7% | +68.7% | +62.0% |
| YTD | +106.3% | +7.8% | +98.5% | +104.1% |
| 1Y | +103.0% | +35.7% | +67.3% | +97.6% |
| 3Y | +135.5% | +553.7% | -418.2% | +105.0% |
| 5Y | +368.5% | +461.7% | -93.2% | +303.8% |
| 10Y | +386.6% | +710.2% | -323.6% | +329.8% |
| All | +386.6% | +678.3% | -291.7% | +329.8% |
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