+1,681.1%
PLTR vs KGC
+185.6%
+1,495.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | -5.1% | +11.1% | -16.3% | -7.6% |
| 30D | -19.1% | -3.7% | -15.3% | -18.5% |
| 3M | -1.6% | -17.2% | +15.6% | +2.0% |
| 6M | +22.8% | -27.3% | +50.1% | +30.8% |
| YTD | -4.8% | -18.5% | +13.7% | -2.5% |
| 1Y | -4.9% | -5.7% | +0.8% | -5.9% |
| 3Y | +826.1% | +336.5% | +489.6% | +519.7% |
| 5Y | +597.7% | +298.7% | +299.0% | +355.2% |
| All | +1,681.1% | +185.6% | +1,495.5% | +1,058.9% |
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 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