+241.5%
KGC vs PL
+46.6%
+194.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.5% | -11.8% | +1.1% |
| 7D | +11.1% | +10.9% | +0.3% | +9.5% |
| 30D | -3.7% | -16.4% | +12.6% | -2.1% |
| 3M | -17.2% | -39.9% | +22.7% | -12.9% |
| 6M | -27.3% | -63.2% | +35.9% | -19.7% |
| YTD | -18.5% | -27.1% | +8.6% | -17.7% |
| 1Y | -5.7% | +12.2% | -17.9% | -9.5% |
| 3Y | +336.5% | +584.3% | -247.8% | +219.2% |
| 5Y | +298.7% | +37.0% | +261.7% | +271.0% |
| All | +241.5% | +46.6% | +194.8% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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