+445.9%
KGC vs PSLV
+154.2%
+291.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -5.6% | -3.5% | -2.2% | -3.0% |
| 30D | +6.1% | -2.1% | +8.3% | +8.3% |
| 3M | +17.3% | -1.6% | +19.0% | +19.4% |
| 6M | -10.3% | -25.5% | +15.2% | +13.1% |
| YTD | +3.9% | -11.4% | +15.3% | +0.2% |
| 1Y | +25.7% | +48.6% | -22.8% | -29.3% |
| 3Y | +526.0% | +166.9% | +359.1% | +85.4% |
| All | +445.9% | +154.2% | +291.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling