+222.0%
KGC vs LNT
+55.9%
+166.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -6.7% | +1.0% | -7.7% | -7.0% |
| 30D | -6.7% | +9.6% | -16.3% | -10.2% |
| 3M | -22.6% | +5.4% | -28.0% | -24.4% |
| 6M | -33.4% | +3.1% | -36.5% | -34.6% |
| YTD | -26.0% | +16.5% | -42.5% | -31.3% |
| 1Y | -18.3% | +12.3% | -30.6% | -22.9% |
| 3Y | +315.8% | +70.3% | +245.5% | +214.4% |
| All | +222.0% | +55.9% | +166.1% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling