-8.3%
PYPL vs KGC
-8.9%
+0.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.1% |
| 7D | +2.2% | +11.1% | -9.0% | +1.0% |
| 30D | +8.1% | -3.7% | +11.9% | +8.3% |
| 3M | +1.9% | -17.2% | +19.1% | +3.9% |
| 6M | +33.1% | -27.3% | +60.4% | +36.7% |
| YTD | +3.8% | -18.5% | +22.3% | +2.1% |
| All | -8.3% | -8.9% | +0.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling