+235.3%
KGC vs LCID
-95.5%
+330.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.3% |
| 7D | +2.4% | +1.8% | +0.7% | +2.4% |
| 30D | +9.2% | -34.2% | +43.5% | +10.9% |
| 3M | +16.7% | -9.1% | +25.9% | +16.1% |
| 6M | -7.0% | -52.6% | +45.6% | -5.2% |
| YTD | +7.5% | -56.2% | +63.7% | +9.8% |
| 1Y | +34.4% | -74.9% | +109.2% | +40.0% |
| 3Y | +552.0% | -92.1% | +644.0% | +593.2% |
| 5Y | +454.5% | -97.6% | +552.1% | +512.1% |
| All | +235.3% | -95.5% | +330.8% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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