-20.1%
KGC vs LSCC
+77.3%
-97.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.7% |
| 7D | -4.1% | +21.2% | -25.3% | -9.2% |
| 30D | -11.6% | -1.9% | -9.7% | -11.8% |
| 3M | -24.5% | -8.1% | -16.5% | -23.6% |
| 6M | -34.6% | -5.2% | -29.3% | -35.9% |
| YTD | -26.2% | +61.5% | -87.7% | -40.3% |
| 1Y | -20.1% | +81.3% | -101.4% | -37.6% |
| All | -20.1% | +77.3% | -97.4% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling