+463.0%
KGC vs LSCC
+82.7%
+380.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.6% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +20.3% | -9.7% | +29.9% | +22.3% |
| 3M | +8.1% | -23.7% | +31.8% | +12.5% |
| 6M | -8.8% | +26.5% | -35.3% | -13.4% |
| YTD | +10.1% | +57.5% | -47.5% | +0.7% |
| 1Y | +44.2% | +75.7% | -31.5% | +29.3% |
| 3Y | +533.0% | +19.5% | +513.6% | +484.9% |
| All | +463.0% | +82.7% | +380.3% | +342.6% |
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 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