-81.1%
PYPL vs KGC
+450.8%
-531.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.9% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | -9.7% | +9.2% | -19.0% | -10.9% |
| 3M | +29.2% | +16.7% | +12.5% | +26.0% |
| 6M | +13.9% | -7.0% | +20.9% | +14.3% |
| YTD | -8.1% | +7.5% | -15.6% | -10.7% |
| 1Y | -21.4% | +34.4% | -55.7% | -27.1% |
| 3Y | -11.8% | +552.0% | -563.8% | -43.0% |
| 5Y | -81.1% | +454.5% | -535.7% | -87.9% |
| All | -81.1% | +450.8% | -531.9% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling