+315.8%
KGC vs LNT
+67.4%
+248.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -6.7% | +1.0% | -7.7% | -6.9% |
| 30D | -6.7% | +9.6% | -16.3% | -9.4% |
| 3M | -22.6% | +5.4% | -28.0% | -24.0% |
| 6M | -33.4% | +3.1% | -36.5% | -34.3% |
| YTD | -26.0% | +16.5% | -42.5% | -30.5% |
| 1Y | -18.3% | +12.3% | -30.6% | -22.2% |
| 3Y | +315.8% | +70.3% | +245.5% | +185.0% |
| All | +315.8% | +67.4% | +248.4% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling