+451.7%
KGC vs PPG
-24.6%
+476.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.6% |
| 7D | -8.4% | -5.1% | -3.3% | -6.6% |
| 30D | +6.3% | -9.6% | +15.9% | +10.4% |
| 3M | +22.4% | -6.4% | +28.9% | +25.6% |
| 6M | -11.4% | +0.5% | -11.9% | -11.2% |
| YTD | +3.1% | +4.4% | -1.3% | +2.1% |
| 1Y | +26.6% | -0.9% | +27.5% | +27.0% |
| 3Y | +525.6% | -17.0% | +542.5% | +557.7% |
| 5Y | +451.7% | -23.7% | +475.3% | +486.0% |
| All | +451.7% | -24.6% | +476.2% | +486.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling