+552.0%
KGC vs LEN
-25.9%
+577.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.6% |
| 7D | +2.4% | -2.9% | +5.3% | +3.0% |
| 30D | +9.2% | -8.9% | +18.1% | +11.1% |
| 3M | +16.7% | -10.9% | +27.6% | +19.0% |
| 6M | -7.0% | -19.7% | +12.7% | -4.3% |
| YTD | +7.5% | -20.6% | +28.1% | +10.8% |
| 1Y | +34.4% | -42.4% | +76.8% | +43.0% |
| 3Y | +552.0% | -26.5% | +578.5% | +540.0% |
| All | +552.0% | -25.9% | +577.9% | +540.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling