+222.0%
KGC vs LTH
+137.1%
+84.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | 0.0% |
| 7D | -6.7% | -1.3% | -5.4% | -6.5% |
| 30D | -6.7% | +15.7% | -22.3% | -8.5% |
| 3M | -22.6% | +5.0% | -27.6% | -23.2% |
| 6M | -33.4% | +37.7% | -71.1% | -36.4% |
| YTD | -26.0% | +75.0% | -101.0% | -31.7% |
| 1Y | -18.3% | +82.6% | -100.9% | -25.0% |
| 3Y | +315.8% | +241.3% | +74.5% | +247.4% |
| All | +222.0% | +137.1% | +84.9% | +151.2% |
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