+68.0%
PWR vs KGC
+33.7%
+34.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +2.7% | -0.1% | +2.8% | +2.6% |
| 30D | -5.1% | +10.5% | -15.6% | -7.5% |
| 3M | -9.4% | +19.8% | -29.2% | -13.4% |
| 6M | +10.4% | -6.7% | +17.1% | +9.9% |
| YTD | +48.6% | +7.8% | +40.9% | +40.7% |
| 1Y | +68.0% | +35.7% | +32.4% | +52.7% |
| All | +68.0% | +33.7% | +34.3% | +52.7% |
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