+47.1%
PPL vs KGC
+226.6%
-179.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.4% | -6.7% | +6.3% | +0.2% |
| 30D | +2.6% | -6.7% | +9.3% | +3.1% |
| 3M | +0.8% | -22.6% | +23.4% | +2.7% |
| 6M | +1.4% | -33.4% | +34.8% | +4.5% |
| YTD | +4.3% | -26.0% | +30.3% | +5.5% |
| 1Y | +0.8% | -18.3% | +19.0% | +0.7% |
| 3Y | +57.9% | +315.8% | -257.9% | +25.7% |
| All | +47.1% | +226.6% | -179.6% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling