+527.8%
KGC vs LSCC
+1,244.7%
-716.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +2.0% |
| 7D | +10.5% | +13.0% | -2.5% | +8.4% |
| 30D | -4.1% | -19.8% | +15.8% | -1.5% |
| 3M | -13.1% | -18.4% | +5.3% | -11.2% |
| 6M | -27.5% | -16.1% | -11.4% | -26.6% |
| YTD | -20.7% | +42.7% | -63.4% | -24.9% |
| 1Y | -6.1% | +68.0% | -74.1% | -12.7% |
| 3Y | +318.6% | +85.8% | +232.8% | +272.9% |
| 5Y | +289.9% | +28.0% | +261.9% | +247.4% |
| All | +527.8% | +1,244.7% | -716.9% | +375.4% |
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