+286.2%
KGC vs LII
+19.9%
+266.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.5% |
| 7D | +10.5% | -0.6% | +11.1% | +10.7% |
| 30D | -4.1% | -4.6% | +0.5% | -3.3% |
| 3M | -13.1% | -21.2% | +8.1% | -8.6% |
| 6M | -27.5% | -36.4% | +8.9% | -20.7% |
| YTD | -20.7% | -28.9% | +8.2% | -15.5% |
| 1Y | -6.1% | -29.5% | +23.5% | +0.3% |
| 3Y | +318.6% | -8.6% | +327.2% | +301.5% |
| All | +286.2% | +19.9% | +266.3% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling