+2,164.3%
PPL vs KGC
+219.6%
+1,944.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.0% | 0.0% | +1.1% | +1.0% |
| 30D | +6.8% | -9.3% | +16.1% | +7.1% |
| 3M | +3.9% | -15.9% | +19.7% | +4.3% |
| 6M | -2.0% | -24.9% | +22.8% | -1.4% |
| YTD | +5.3% | -23.0% | +28.3% | +5.7% |
| 1Y | +2.2% | -9.9% | +12.1% | +2.1% |
| 3Y | +56.7% | +301.2% | -244.5% | +48.9% |
| 5Y | +49.1% | +278.5% | -229.5% | +41.1% |
| 10Y | +63.6% | +484.3% | -420.6% | +51.3% |
| All | +2,164.3% | +219.6% | +1,944.6% | +2,034.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling