+272.1%
PSX vs KGC
+285.6%
-13.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | -13.1% | +10.5% | -23.6% | -13.7% |
| 30D | -9.5% | -4.1% | -5.5% | -9.4% |
| 3M | +20.2% | -13.1% | +33.3% | +20.9% |
| 6M | +44.9% | -27.5% | +72.4% | +47.7% |
| YTD | +94.4% | -20.7% | +115.1% | +94.1% |
| 1Y | +83.1% | -6.1% | +89.1% | +78.7% |
| 3Y | +132.2% | +318.6% | -186.5% | +71.1% |
| All | +272.1% | +285.6% | -13.4% | +162.6% |
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