+2,393.1%
PWR vs KGC
+692.5%
+1,700.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.9% |
| 7D | -0.2% | -8.4% | +8.2% | +0.6% |
| 30D | -7.7% | +6.3% | -14.1% | -8.5% |
| 3M | -4.9% | +22.4% | -27.4% | -7.2% |
| 6M | +9.7% | -11.4% | +21.2% | +10.3% |
| YTD | +46.7% | +3.1% | +43.5% | +45.0% |
| 1Y | +58.7% | +26.6% | +32.1% | +53.7% |
| 3Y | +200.7% | +525.6% | -324.9% | +155.7% |
| 5Y | +438.6% | +451.7% | -13.1% | +354.1% |
| All | +2,393.1% | +692.5% | +1,700.6% | +2,029.1% |
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 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