+306.4%
KGC vs LSCC
+69.3%
+237.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +2.3% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | -9.3% | -27.1% | +17.8% | -4.6% |
| 3M | -15.9% | -23.6% | +7.7% | -12.5% |
| 6M | -24.9% | -19.8% | -5.0% | -23.0% |
| YTD | -23.0% | +33.2% | -56.3% | -26.7% |
| 1Y | -9.9% | +55.2% | -65.2% | -15.8% |
| All | +306.4% | +69.3% | +237.1% | +282.8% |
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