+461.7%
KGC vs LH
+28.2%
+433.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | -0.1% | -3.2% | +3.1% | +1.0% |
| 30D | +10.5% | +0.1% | +10.3% | +10.6% |
| 3M | +19.8% | +18.6% | +1.2% | +13.6% |
| 6M | -6.7% | +17.9% | -24.6% | -11.5% |
| YTD | +7.8% | +28.9% | -21.2% | -0.5% |
| 1Y | +35.7% | +16.6% | +19.0% | +29.1% |
| 3Y | +553.7% | +63.6% | +490.1% | +440.5% |
| 5Y | +461.7% | +30.0% | +431.7% | +373.0% |
| All | +461.7% | +28.2% | +433.5% | +373.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling