+660.5%
KGC vs LEN
+108.0%
+552.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -5.6% | -4.8% | -0.9% | -4.7% |
| 30D | +6.1% | -6.6% | +12.7% | +7.6% |
| 3M | +17.3% | -15.7% | +33.0% | +21.1% |
| 6M | -10.3% | -16.6% | +6.4% | -7.2% |
| YTD | +3.9% | -21.3% | +25.2% | +8.4% |
| 1Y | +25.7% | -42.0% | +67.8% | +38.2% |
| 3Y | +526.0% | -27.9% | +553.9% | +546.2% |
| 5Y | +455.5% | -10.7% | +466.2% | +437.7% |
| All | +660.5% | +108.0% | +552.5% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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