+286.2%
KGC vs LTH
+142.9%
+143.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.2% |
| 7D | +10.5% | +4.5% | +6.0% | +9.8% |
| 30D | -4.1% | +16.3% | -20.4% | -6.0% |
| 3M | -13.1% | +8.4% | -21.4% | -14.1% |
| 6M | -27.5% | +40.3% | -67.8% | -31.0% |
| YTD | -20.7% | +77.3% | -98.0% | -27.0% |
| 1Y | -6.1% | +88.0% | -94.0% | -14.2% |
| 3Y | +318.6% | +274.3% | +44.3% | +245.0% |
| All | +286.2% | +142.9% | +143.3% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling