+222.0%
KGC vs LII
+17.0%
+205.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -22.6% | -15.5% | -7.0% | -19.8% |
| 6M | -33.4% | -30.2% | -3.2% | -28.6% |
| YTD | -26.0% | -26.8% | +0.9% | -21.6% |
| 1Y | -18.3% | -25.3% | +7.0% | -13.8% |
| 3Y | +315.8% | -7.8% | +323.5% | +298.6% |
| All | +222.0% | +17.0% | +205.0% | +180.4% |
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 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