+568.9%
KGC vs LII
+166.2%
+402.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.7% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | -9.3% | -2.4% | -6.9% | -9.1% |
| 3M | -21.3% | -17.5% | -3.8% | -18.6% |
| 6M | -31.5% | -32.8% | +1.4% | -26.8% |
| YTD | -23.2% | -27.7% | +4.5% | -19.2% |
| 1Y | -15.0% | -28.1% | +13.0% | -10.5% |
| 3Y | +328.7% | -9.7% | +338.4% | +324.0% |
| 5Y | +262.9% | +19.5% | +243.4% | +233.5% |
| 10Y | +568.9% | +170.6% | +398.3% | +479.6% |
| All | +568.9% | +166.2% | +402.7% | +479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling