+38.8%
PYPL vs KGC
+678.3%
-639.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -11.5% | +10.5% | -21.9% | -12.4% |
| 3M | +26.1% | +19.8% | +6.4% | +23.4% |
| 6M | +13.7% | -6.7% | +20.3% | +13.9% |
| YTD | -9.8% | +7.8% | -17.6% | -11.6% |
| 1Y | -22.1% | +35.7% | -57.7% | -25.9% |
| 3Y | -13.5% | +553.7% | -567.2% | -33.0% |
| 5Y | -81.6% | +461.7% | -543.3% | -85.8% |
| 10Y | +38.8% | +710.2% | -671.4% | +8.8% |
| All | +38.8% | +678.3% | -639.5% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling