+587.2%
KGC vs LII
+169.1%
+418.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -6.7% | +2.9% | -9.6% | -7.2% |
| 30D | -6.7% | +0.9% | -7.6% | -7.0% |
| 3M | -22.6% | -15.5% | -7.0% | -20.3% |
| 6M | -33.4% | -30.2% | -3.2% | -29.4% |
| YTD | -26.0% | -26.8% | +0.9% | -22.3% |
| 1Y | -18.3% | -25.3% | +7.0% | -14.5% |
| 3Y | +315.8% | -7.8% | +323.5% | +309.5% |
| 5Y | +225.7% | +17.0% | +208.7% | +199.7% |
| All | +587.2% | +169.1% | +418.1% | +482.2% |
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