+86.2%
PSX vs KGC
-14.2%
+100.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -1.4% |
| 7D | -7.8% | +8.0% | -15.8% | -7.0% |
| 30D | -9.9% | -9.3% | -0.6% | -10.2% |
| 3M | +16.9% | -21.3% | +38.3% | +15.5% |
| 6M | +48.0% | -31.5% | +79.5% | +46.3% |
| YTD | +98.3% | -23.2% | +121.6% | +90.2% |
| 1Y | +86.2% | -15.0% | +101.2% | +75.7% |
| All | +86.2% | -14.2% | +100.4% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling