+60.2%
PPL vs KGC
+523.1%
-462.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.8% |
| 7D | +0.4% | +10.5% | -10.1% | -0.3% |
| 30D | +5.4% | -4.1% | +9.5% | +5.6% |
| 3M | +4.3% | -13.1% | +17.3% | +5.0% |
| 6M | -1.3% | -27.5% | +26.2% | +0.5% |
| YTD | +4.7% | -20.7% | +25.4% | +5.3% |
| 1Y | +1.3% | -6.1% | +7.3% | +0.4% |
| 3Y | +57.2% | +318.6% | -261.4% | +36.1% |
| 5Y | +48.2% | +289.9% | -241.7% | +26.8% |
| All | +60.2% | +523.1% | -462.8% | +31.9% |
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