+281.4%
KGC vs LH
+1,587.6%
-1,306.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | -8.8% | +18.0% | -26.8% | -9.8% |
| 3M | -21.1% | +15.7% | -36.8% | -21.9% |
| 6M | -32.3% | +46.6% | -79.0% | -34.1% |
| YTD | -23.5% | +49.5% | -72.9% | -25.5% |
| 1Y | -15.0% | +40.2% | -55.2% | -16.9% |
| 3Y | +327.5% | +87.6% | +239.9% | +309.3% |
| 5Y | +244.3% | +59.3% | +185.0% | +232.2% |
| 10Y | +634.8% | +266.1% | +368.7% | +575.1% |
| All | +281.4% | +1,587.6% | -1,306.2% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling