+2,090.1%
PPL vs KGC
+357.0%
+1,733.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +2.7% | -1.3% | +3.9% | +2.7% |
| 30D | +0.5% | +20.3% | -19.8% | -0.2% |
| 3M | +0.7% | +8.1% | -7.4% | +0.3% |
| 6M | -7.6% | -8.8% | +1.2% | -7.5% |
| YTD | +1.8% | +10.1% | -8.2% | +1.2% |
| 1Y | -0.8% | +44.2% | -45.0% | -2.3% |
| 3Y | +56.9% | +533.0% | -476.2% | +47.0% |
| 5Y | +39.5% | +443.0% | -403.5% | +30.7% |
| 10Y | +55.4% | +678.6% | -623.2% | +42.4% |
| All | +2,090.1% | +357.0% | +1,733.1% | +1,943.5% |
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