+636.8%
KGC vs LEN
+143.3%
+493.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -4.7% |
| 7D | +8.0% | +0.7% | +7.4% | +7.9% |
| 30D | -9.3% | +13.0% | -22.3% | -11.7% |
| 3M | -21.3% | +1.9% | -23.2% | -21.8% |
| 6M | -31.5% | -0.7% | -30.8% | -31.7% |
| YTD | -23.2% | -13.8% | -9.4% | -21.6% |
| 1Y | -15.0% | -28.1% | +13.1% | -10.4% |
| 3Y | +328.7% | -22.8% | +351.6% | +336.0% |
| 5Y | +262.9% | -7.4% | +270.2% | +247.6% |
| All | +636.8% | +143.3% | +493.5% | +523.0% |
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