+565.8%
PLTR vs KGC
+450.8%
+115.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -5.3% | +2.4% | -7.8% | -5.9% |
| 30D | -1.0% | +9.2% | -10.2% | -3.6% |
| 3M | +24.8% | +16.7% | +8.0% | +18.9% |
| 6M | +8.4% | -7.0% | +15.4% | +8.9% |
| YTD | -4.2% | +7.5% | -11.7% | -8.1% |
| 1Y | +9.1% | +34.4% | -25.3% | -2.4% |
| 3Y | +1,025.6% | +552.0% | +473.6% | +531.4% |
| 5Y | +565.8% | +454.5% | +111.2% | +287.1% |
| All | +565.8% | +450.8% | +115.0% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling