+357.0%
KGC vs LNT
+3,155.8%
-2,798.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +20.3% | -3.2% | +23.5% | +21.3% |
| 3M | +8.1% | -4.1% | +12.1% | +9.1% |
| 6M | -8.8% | -4.6% | -4.2% | -7.8% |
| YTD | +10.1% | +7.0% | +3.1% | +7.6% |
| 1Y | +44.2% | +8.3% | +35.9% | +40.5% |
| 3Y | +533.0% | +51.0% | +482.0% | +458.5% |
| 5Y | +443.0% | +30.2% | +412.8% | +396.6% |
| 10Y | +678.6% | +143.6% | +535.0% | +498.9% |
| All | +357.0% | +3,155.8% | -2,798.8% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling