+451.7%
KGC vs LNT
+30.4%
+421.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -8.4% | -1.1% | -7.3% | -8.0% |
| 30D | +6.3% | -1.9% | +8.3% | +7.1% |
| 3M | +22.4% | -7.2% | +29.6% | +25.9% |
| 6M | -11.4% | -3.9% | -7.5% | -10.5% |
| YTD | +3.1% | +5.9% | -2.7% | -0.3% |
| 1Y | +26.6% | +8.4% | +18.2% | +21.1% |
| 3Y | +525.6% | +46.6% | +479.0% | +406.7% |
| 5Y | +451.7% | +32.4% | +419.2% | +372.1% |
| All | +451.7% | +30.4% | +421.2% | +372.1% |
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