-0.7%
PLD vs KGC
+226.6%
-227.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.3% | -6.7% | +8.0% | +2.2% |
| 30D | -1.4% | -6.7% | +5.3% | -0.8% |
| 3M | -8.2% | -22.6% | +14.4% | -5.7% |
| 6M | -8.0% | -33.4% | +25.4% | -4.0% |
| YTD | +3.2% | -26.0% | +29.1% | +5.1% |
| 1Y | +7.0% | -18.3% | +25.3% | +7.4% |
| 3Y | +38.3% | +315.8% | -277.5% | +3.1% |
| All | -0.7% | +226.6% | -227.4% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling