+47.7%
PPL vs KGC
+296.2%
-248.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -1.2% | +11.1% | -12.4% | -2.1% |
| 30D | +4.2% | -3.7% | +8.0% | +4.4% |
| 3M | +1.5% | -17.2% | +18.7% | +2.8% |
| 6M | +1.0% | -27.3% | +28.3% | +3.3% |
| YTD | +4.4% | -18.5% | +22.9% | +4.7% |
| 1Y | +0.8% | -5.7% | +6.5% | -0.7% |
| 3Y | +56.5% | +336.5% | -280.0% | +24.5% |
| 5Y | +47.7% | +298.7% | -251.0% | +14.4% |
| All | +47.7% | +296.2% | -248.5% | +14.4% |
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 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