+585.5%
KGC vs LSCC
+1,435.5%
-850.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.1% |
| 7D | -4.1% | +21.2% | -25.3% | -6.6% |
| 30D | -11.6% | -1.9% | -9.7% | -11.8% |
| 3M | -24.5% | -8.1% | -16.5% | -24.2% |
| 6M | -34.6% | -5.2% | -29.3% | -34.8% |
| YTD | -26.2% | +61.5% | -87.7% | -31.3% |
| 1Y | -20.1% | +81.3% | -101.4% | -26.6% |
| 3Y | +312.4% | +108.7% | +203.7% | +261.4% |
| 5Y | +224.9% | +44.1% | +180.8% | +184.5% |
| All | +585.5% | +1,435.5% | -850.0% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling