+66.2%
PWR vs KGC
+43.6%
+22.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | -8.6% | +20.3% | -28.9% | -12.4% |
| 3M | -13.2% | +8.1% | -21.2% | -15.3% |
| 6M | +9.9% | -8.8% | +18.7% | +9.8% |
| YTD | +48.0% | +10.1% | +38.0% | +39.7% |
| 1Y | +66.2% | +44.2% | +22.0% | +51.8% |
| All | +66.2% | +43.6% | +22.6% | +51.8% |
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 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