+1,668.3%
PLTR vs KGC
+159.4%
+1,508.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +4.7% | -6.7% | +11.4% | +6.4% |
| 30D | -16.4% | -6.7% | -9.8% | -15.3% |
| 3M | -6.2% | -22.6% | +16.4% | -1.1% |
| 6M | +29.2% | -33.4% | +62.6% | +40.4% |
| YTD | -5.5% | -26.0% | +20.5% | -1.0% |
| 1Y | -2.4% | -18.3% | +15.9% | -0.2% |
| 3Y | +752.3% | +315.8% | +436.5% | +477.4% |
| 5Y | +635.8% | +225.7% | +410.1% | +394.2% |
| All | +1,668.3% | +159.4% | +1,508.9% | +1,076.6% |
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