+234.3%
PLD vs KGC
+646.4%
-412.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -2.4% | +20.3% | -22.7% | -4.2% |
| 3M | -3.8% | +8.1% | -11.9% | -4.8% |
| 6M | 0.0% | -8.8% | +8.8% | +0.3% |
| YTD | +9.2% | +10.1% | -0.8% | +7.2% |
| 1Y | +25.9% | +44.2% | -18.3% | +20.0% |
| 3Y | +21.3% | +533.0% | -511.7% | -1.4% |
| 5Y | +14.1% | +443.0% | -428.9% | -7.7% |
| All | +234.3% | +646.4% | -412.1% | +173.6% |
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