+198.6%
PM vs KGC
+645.2%
-446.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -2.6% | +9.2% | -11.8% | -3.2% |
| 3M | +5.8% | +16.7% | -11.0% | +4.4% |
| 6M | +10.6% | -7.0% | +17.6% | +10.6% |
| YTD | +17.2% | +7.5% | +9.7% | +15.6% |
| 1Y | +17.6% | +34.4% | -16.7% | +13.7% |
| 3Y | +124.3% | +552.0% | -427.7% | +90.3% |
| 5Y | +125.1% | +454.5% | -329.5% | +90.6% |
| 10Y | +198.6% | +658.7% | -460.1% | +148.4% |
| All | +198.6% | +645.2% | -446.6% | +148.4% |
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