+272.2%
PLD vs KGC
+567.0%
-294.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.8% | -8.8% | +7.0% | -1.2% |
| 3M | -6.0% | -21.1% | +15.0% | -4.4% |
| 6M | -8.4% | -32.3% | +24.0% | -5.7% |
| YTD | +4.2% | -23.5% | +27.7% | +5.5% |
| 1Y | +6.2% | -15.0% | +21.2% | +6.4% |
| 3Y | +37.0% | +327.5% | -290.5% | +16.2% |
| 5Y | +1.2% | +244.3% | -243.1% | -14.5% |
| 10Y | +272.2% | +634.8% | -362.6% | +209.6% |
| All | +272.2% | +567.0% | -294.8% | +209.6% |
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