+256.8%
PLD vs KGC
+496.6%
-239.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.6% |
| 7D | +0.7% | +11.1% | -10.4% | -0.3% |
| 30D | +0.8% | -3.7% | +4.6% | +1.0% |
| 3M | -6.1% | -17.2% | +11.1% | -4.8% |
| 6M | -8.0% | -27.3% | +19.3% | -5.9% |
| YTD | +4.7% | -18.5% | +23.2% | +5.4% |
| 1Y | +7.2% | -5.7% | +12.9% | +6.4% |
| 3Y | +39.2% | +336.5% | -297.2% | +17.5% |
| 5Y | +1.9% | +298.7% | -296.8% | -15.0% |
| 10Y | +256.8% | +538.5% | -281.8% | +197.8% |
| All | +256.8% | +496.6% | -239.8% | +197.8% |
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