+267.6%
PM vs KGC
+662.9%
-395.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -7.1% | +0.2% | -7.3% | -7.1% |
| 30D | -2.8% | -8.8% | +6.0% | -2.4% |
| 3M | +6.3% | -21.1% | +27.4% | +7.6% |
| 6M | +9.6% | -32.3% | +42.0% | +11.8% |
| YTD | +25.6% | -23.5% | +49.1% | +26.3% |
| 1Y | +29.7% | -15.0% | +44.6% | +29.3% |
| 3Y | +147.6% | +327.5% | -180.0% | +117.1% |
| 5Y | +160.1% | +244.3% | -84.2% | +127.9% |
| All | +267.6% | +662.9% | -395.3% | +208.3% |
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