+257.2%
PLD vs KGC
+637.7%
-380.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.3% | -6.7% | +8.0% | +2.0% |
| 30D | -1.4% | -6.7% | +5.3% | -0.9% |
| 3M | -8.2% | -22.6% | +14.4% | -6.4% |
| 6M | -8.0% | -33.4% | +25.4% | -5.2% |
| YTD | +3.2% | -26.0% | +29.1% | +4.7% |
| 1Y | +7.0% | -18.3% | +25.3% | +7.6% |
| 3Y | +38.3% | +315.8% | -277.5% | +17.7% |
| 5Y | +0.2% | +225.7% | -225.5% | -14.9% |
| All | +257.2% | +637.7% | -380.5% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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