+267.4%
PLD vs KGC
+506.2%
-238.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.4% | +0.2% |
| 7D | +0.8% | +8.0% | -7.2% | +0.1% |
| 30D | +0.5% | -9.3% | +9.8% | +1.2% |
| 3M | -5.5% | -21.3% | +15.8% | -3.8% |
| 6M | -8.3% | -31.5% | +23.2% | -5.8% |
| YTD | +4.3% | -23.2% | +27.5% | +5.6% |
| 1Y | +7.4% | -15.0% | +22.5% | +7.6% |
| 3Y | +37.1% | +328.7% | -291.7% | +16.2% |
| 5Y | +1.3% | +262.9% | -261.6% | -14.7% |
| 10Y | +267.4% | +568.9% | -301.5% | +206.4% |
| All | +267.4% | +506.2% | -238.8% | +206.4% |
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