+262.9%
KGC vs LSCC
+40.9%
+222.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.3% |
| 7D | +8.0% | +5.0% | +3.0% | +6.9% |
| 30D | -9.3% | -11.7% | +2.4% | -7.6% |
| 3M | -21.3% | -13.3% | -8.0% | -19.9% |
| 6M | -31.5% | -12.5% | -19.0% | -30.9% |
| YTD | -23.2% | +51.2% | -74.4% | -29.9% |
| 1Y | -15.0% | +65.9% | -80.9% | -23.5% |
| 3Y | +328.7% | +95.3% | +233.4% | +256.6% |
| 5Y | +262.9% | +38.6% | +224.3% | +180.3% |
| All | +262.9% | +40.9% | +222.0% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling