+220.8%
KGC vs PL
+46.3%
+174.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +0.2% | +13.4% | -13.1% | -1.4% |
| 30D | -8.8% | -10.2% | +1.3% | -8.0% |
| 3M | -21.1% | -39.5% | +18.4% | -17.0% |
| 6M | -32.3% | -65.7% | +33.4% | -24.7% |
| YTD | -23.5% | -27.3% | +3.8% | -22.6% |
| 1Y | -15.0% | +15.0% | -30.0% | -18.6% |
| 3Y | +327.5% | +560.8% | -233.3% | +214.0% |
| 5Y | +244.3% | +38.4% | +205.9% | +224.3% |
| All | +220.8% | +46.3% | +174.5% | +208.1% |
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