+11.9%
PYPL vs KGC
+350.6%
-338.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.1% |
| 7D | +2.2% | +11.1% | -9.0% | +1.1% |
| 30D | +8.1% | -3.7% | +11.9% | +8.4% |
| 3M | +1.9% | -17.2% | +19.1% | +3.7% |
| 6M | +33.1% | -27.3% | +60.4% | +36.8% |
| YTD | +3.8% | -18.5% | +22.3% | +4.6% |
| 1Y | -8.3% | -5.7% | -2.6% | -9.0% |
| 3Y | +11.9% | +336.5% | -324.6% | -20.3% |
| All | +11.9% | +350.6% | -338.8% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling