+660.5%
KGC vs PSLV
+190.6%
+470.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -5.6% | -3.5% | -2.2% | -2.7% |
| 30D | +6.1% | -2.1% | +8.3% | +8.5% |
| 3M | +17.3% | -1.6% | +19.0% | +19.4% |
| 6M | -10.3% | -25.5% | +15.2% | +15.4% |
| YTD | +3.9% | -11.4% | +15.3% | +1.1% |
| 1Y | +25.7% | +48.6% | -22.8% | -29.0% |
| 3Y | +526.0% | +166.9% | +359.1% | +89.5% |
| 5Y | +455.5% | +152.4% | +303.1% | +79.7% |
| All | +660.5% | +190.6% | +470.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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