-15.0%
KGC vs LSCC
+69.4%
-84.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.1% |
| 7D | +8.0% | +5.0% | +3.0% | +6.4% |
| 30D | -9.3% | -11.7% | +2.4% | -6.6% |
| 3M | -21.3% | -13.3% | -8.0% | -19.0% |
| 6M | -31.5% | -12.5% | -19.0% | -31.3% |
| YTD | -23.2% | +51.2% | -74.4% | -36.4% |
| 1Y | -15.0% | +65.9% | -80.9% | -31.2% |
| All | -15.0% | +69.4% | -84.4% | -31.2% |
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