+363.8%
PSX vs KGC
+450.8%
-87.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +27.8% | +9.2% | +18.5% | +26.7% |
| 3M | +42.0% | +16.7% | +25.3% | +39.7% |
| 6M | +58.1% | -7.0% | +65.1% | +58.2% |
| YTD | +105.0% | +7.5% | +97.5% | +100.4% |
| 1Y | +104.9% | +34.4% | +70.6% | +93.6% |
| 3Y | +134.1% | +552.0% | -417.9% | +63.3% |
| 5Y | +363.8% | +454.5% | -90.7% | +226.1% |
| All | +363.8% | +450.8% | -87.0% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling