+660.5%
KGC vs PPG
+26.9%
+633.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | -6.2% | +0.6% | -4.2% |
| 30D | +6.1% | -7.9% | +14.1% | +8.3% |
| 3M | +17.3% | -10.2% | +27.6% | +20.4% |
| 6M | -10.3% | +2.7% | -12.9% | -10.5% |
| YTD | +3.9% | +4.9% | -1.0% | +3.2% |
| 1Y | +25.7% | -3.2% | +28.9% | +26.7% |
| 3Y | +526.0% | -17.0% | +543.0% | +544.1% |
| 5Y | +455.5% | -23.3% | +478.8% | +468.5% |
| All | +660.5% | +26.9% | +633.7% | +671.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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