+65.4%
PYPL vs KGC
+1,029.5%
-964.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.1% |
| 7D | +2.2% | +11.1% | -9.0% | +1.3% |
| 30D | +8.1% | -3.7% | +11.9% | +8.4% |
| 3M | +1.9% | -17.2% | +19.1% | +3.3% |
| 6M | +33.1% | -27.3% | +60.4% | +35.9% |
| YTD | +3.8% | -18.5% | +22.3% | +4.5% |
| 1Y | -8.3% | -5.7% | -2.6% | -8.8% |
| 3Y | +11.9% | +336.5% | -324.6% | -2.9% |
| 5Y | -70.4% | +298.7% | -369.2% | -74.7% |
| 10Y | +47.2% | +538.5% | -491.4% | +28.5% |
| All | +65.4% | +1,029.5% | -964.1% | +42.1% |
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