+336.5%
KGC vs LSCC
+104.5%
+232.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.7% | +1.3% |
| 7D | +11.1% | +19.3% | -8.2% | +7.4% |
| 30D | -3.7% | -9.6% | +5.9% | -2.5% |
| 3M | -17.2% | -12.4% | -4.8% | -15.9% |
| 6M | -27.3% | -10.5% | -16.8% | -26.9% |
| YTD | -18.5% | +54.8% | -73.3% | -24.5% |
| 1Y | -5.7% | +79.4% | -85.1% | -14.1% |
| 3Y | +336.5% | +109.6% | +226.9% | +304.2% |
| All | +336.5% | +104.5% | +232.0% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling