-4.3%
KGC vs LH
+44.2%
-48.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.6% | +6.2% |
| 7D | -6.8% | +2.1% | -8.9% | -7.4% |
| 30D | -9.2% | +19.2% | -28.3% | -14.4% |
| 3M | -9.1% | +18.0% | -27.1% | -13.5% |
| 6M | -25.7% | +46.1% | -71.7% | -34.5% |
| YTD | -23.6% | +47.7% | -71.3% | -31.2% |
| 1Y | -4.3% | +47.2% | -51.5% | -13.3% |
| All | -4.3% | +44.2% | -48.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling