-4.1%
LHX vs KGC
+43.6%
-47.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -9.9% | +20.3% | -30.2% | -11.9% |
| 3M | -16.5% | +8.1% | -24.6% | -17.4% |
| 6M | -29.6% | -8.8% | -20.8% | -29.1% |
| YTD | -11.6% | +10.1% | -21.6% | -12.4% |
| 1Y | -4.1% | +44.2% | -48.3% | -9.0% |
| All | -4.1% | +43.6% | -47.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling