+341.1%
KGC vs LTH
+183.0%
+158.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +11.1% | +7.0% | +4.1% | +10.2% |
| 30D | -3.7% | +15.4% | -19.2% | -5.7% |
| 3M | -17.2% | +7.0% | -24.2% | -18.1% |
| 6M | -27.3% | +46.9% | -74.1% | -31.3% |
| YTD | -18.5% | +76.4% | -94.9% | -25.1% |
| 1Y | -5.7% | +83.7% | -89.4% | -13.8% |
| 3Y | +336.5% | +248.9% | +87.6% | +261.7% |
| 5Y | +298.7% | +141.8% | +156.9% | +217.2% |
| All | +341.1% | +183.0% | +158.1% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling