+234.7%
PM vs KGC
+496.6%
-261.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.6% |
| 7D | -7.3% | +11.1% | -18.4% | -7.9% |
| 30D | -4.0% | -3.7% | -0.3% | -3.9% |
| 3M | +2.7% | -17.2% | +20.0% | +3.7% |
| 6M | +14.9% | -27.3% | +42.1% | +16.7% |
| YTD | +23.5% | -18.5% | +42.1% | +23.8% |
| 1Y | +30.4% | -5.7% | +36.1% | +29.1% |
| 3Y | +143.2% | +336.5% | -193.2% | +112.3% |
| 5Y | +159.5% | +298.7% | -139.2% | +124.6% |
| 10Y | +234.7% | +538.5% | -303.9% | +181.7% |
| All | +234.7% | +496.6% | -261.9% | +181.7% |
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