+65.7%
PPL vs KGC
+635.9%
-570.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.2% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | +1.7% | -11.6% | +13.3% | +2.5% |
| 3M | +0.1% | -24.5% | +24.7% | +1.9% |
| 6M | -1.5% | -34.6% | +33.0% | +1.0% |
| YTD | +3.0% | -26.2% | +29.1% | +4.1% |
| 1Y | -1.4% | -20.1% | +18.7% | -1.0% |
| 3Y | +53.5% | +312.4% | -258.9% | +32.8% |
| 5Y | +46.4% | +224.9% | -178.5% | +26.6% |
| All | +65.7% | +635.9% | -570.2% | +34.4% |
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