-15.0%
KGC vs LII
-27.8%
+12.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -8.8% | -1.7% | -7.2% | -8.7% |
| 3M | -21.1% | -18.3% | -2.8% | -16.4% |
| 6M | -32.3% | -32.3% | 0.0% | -25.3% |
| YTD | -23.5% | -27.1% | +3.7% | -18.9% |
| 1Y | -15.0% | -27.2% | +12.2% | -9.4% |
| All | -15.0% | -27.8% | +12.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling