+496.0%
KGC vs LTH
+160.9%
+335.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.3% | -0.6% | -0.6% | -1.2% |
| 30D | +20.3% | -4.6% | +24.9% | +21.0% |
| 3M | +8.1% | +32.8% | -24.7% | +3.7% |
| 6M | -8.8% | +64.6% | -73.4% | -15.1% |
| YTD | +10.1% | +62.6% | -52.6% | +2.4% |
| 1Y | +44.2% | +49.9% | -5.7% | +35.5% |
| 3Y | +533.0% | +151.3% | +381.7% | +444.8% |
| All | +496.0% | +160.9% | +335.1% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling