+1,643.3%
PLD vs KGC
+157.5%
+1,485.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -3.7% | -11.6% | +7.9% | -2.9% |
| 3M | -7.9% | -24.5% | +16.6% | -6.2% |
| 6M | -9.2% | -34.6% | +25.3% | -6.7% |
| YTD | +3.1% | -26.2% | +29.2% | +4.5% |
| 1Y | +6.2% | -20.1% | +26.3% | +6.9% |
| 3Y | +35.4% | +312.4% | -277.0% | +18.4% |
| 5Y | +0.1% | +224.9% | -224.8% | -12.0% |
| 10Y | +268.0% | +608.7% | -340.8% | +194.2% |
| All | +1,643.3% | +157.5% | +1,485.8% | +1,335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling