+357.0%
KGC vs LEN
+10,533.4%
-10,176.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | +20.3% | -4.9% | +25.2% | +20.8% |
| 3M | +8.1% | -8.5% | +16.6% | +8.9% |
| 6M | -8.8% | -20.7% | +11.9% | -6.9% |
| YTD | +10.1% | -17.4% | +27.5% | +11.8% |
| 1Y | +44.2% | -38.2% | +82.5% | +49.9% |
| 3Y | +533.0% | -24.9% | +557.9% | +542.2% |
| 5Y | +443.0% | -11.4% | +454.4% | +439.5% |
| 10Y | +678.6% | +110.0% | +568.5% | +612.5% |
| All | +357.0% | +10,533.4% | -10,176.4% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling