+634.8%
KGC vs LII
+172.8%
+461.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | -8.8% | -1.7% | -7.2% | -8.7% |
| 3M | -21.1% | -18.3% | -2.8% | -18.2% |
| 6M | -32.3% | -32.3% | 0.0% | -27.8% |
| YTD | -23.5% | -27.1% | +3.7% | -19.5% |
| 1Y | -15.0% | -27.2% | +12.2% | -10.6% |
| 3Y | +327.5% | -8.9% | +336.5% | +321.9% |
| 5Y | +244.3% | +19.7% | +224.6% | +215.8% |
| 10Y | +634.8% | +168.9% | +465.9% | +513.5% |
| All | +634.8% | +172.8% | +461.9% | +513.5% |
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