+66.8%
PPL vs KGC
+506.2%
-439.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.8% | +0.5% |
| 7D | 0.0% | +8.0% | -8.0% | -0.6% |
| 30D | +4.3% | -9.3% | +13.6% | +4.9% |
| 3M | +2.9% | -21.3% | +24.3% | +4.4% |
| 6M | +1.1% | -31.5% | +32.6% | +3.4% |
| YTD | +4.5% | -23.2% | +27.7% | +5.3% |
| 1Y | +0.1% | -15.0% | +15.1% | 0.0% |
| 3Y | +55.7% | +328.7% | -273.0% | +34.5% |
| 5Y | +47.6% | +262.9% | -215.3% | +26.8% |
| 10Y | +66.8% | +568.9% | -502.1% | +36.4% |
| All | +66.8% | +506.2% | -439.4% | +36.4% |
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