-10.0%
PLTR vs KGC
-5.3%
-4.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -4.0% |
| 7D | -12.8% | -6.8% | -6.0% | -11.2% |
| 30D | -9.3% | -9.2% | -0.2% | -7.2% |
| 3M | +5.6% | -9.1% | +14.7% | +6.6% |
| 6M | +17.6% | -25.7% | +43.2% | +25.6% |
| YTD | -3.4% | -23.6% | +20.2% | -4.3% |
| 1Y | -10.0% | -4.3% | -5.7% | -22.2% |
| All | -10.0% | -5.3% | -4.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling