+1,621.7%
PLD vs KGC
+176.6%
+1,445.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -0.8% | +10.5% | -11.3% | -1.6% |
| 30D | -0.3% | -4.1% | +3.8% | -0.1% |
| 3M | -8.0% | -13.1% | +5.0% | -7.3% |
| 6M | -9.8% | -27.5% | +17.7% | -8.0% |
| YTD | +1.8% | -20.7% | +22.5% | +2.6% |
| 1Y | +5.6% | -6.1% | +11.7% | +5.0% |
| 3Y | +33.3% | +318.6% | -285.3% | +16.3% |
| 5Y | +0.3% | +289.9% | -289.7% | -13.0% |
| 10Y | +241.6% | +501.8% | -260.2% | +176.3% |
| All | +1,621.7% | +176.6% | +1,445.2% | +1,310.0% |
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