+58.1%
PPL vs KGC
+304.9%
-246.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.0% | 0.0% | +1.1% | +1.0% |
| 30D | +6.8% | -9.3% | +16.1% | +7.3% |
| 3M | +3.9% | -15.9% | +19.7% | +4.6% |
| 6M | -2.0% | -24.9% | +22.8% | -0.8% |
| YTD | +5.3% | -23.0% | +28.3% | +5.8% |
| 1Y | +2.2% | -9.9% | +12.1% | +1.3% |
| All | +58.1% | +304.9% | -246.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling