+448.4%
KGC vs LH
+1,382.1%
-933.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | +20.3% | +4.3% | +15.9% | +20.0% |
| 3M | +8.1% | +25.5% | -17.4% | +6.4% |
| 6M | -8.8% | +17.0% | -25.7% | -9.7% |
| YTD | +10.1% | +31.3% | -21.2% | +8.1% |
| 1Y | +44.2% | +20.0% | +24.2% | +42.4% |
| 3Y | +533.0% | +63.9% | +469.2% | +511.6% |
| 5Y | +443.0% | +30.9% | +412.1% | +430.5% |
| 10Y | +678.6% | +191.4% | +487.2% | +624.9% |
| All | +448.4% | +1,382.1% | -933.7% | +357.8% |
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