+1,046.2%
PLTR vs KGC
+562.0%
+484.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.9% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | +10.0% | +20.3% | -10.2% | +4.8% |
| 3M | +23.0% | +8.1% | +14.9% | +19.9% |
| 6M | +13.8% | -8.8% | +22.6% | +14.8% |
| YTD | -1.9% | +10.1% | -12.0% | -6.0% |
| 1Y | +11.6% | +44.2% | -32.6% | -0.5% |
| All | +1,046.2% | +562.0% | +484.2% | +635.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling