-9.3%
LHX vs KGC
-5.3%
-4.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.5% | -13.9% | -6.9% |
| 7D | -0.3% | -6.8% | +6.5% | +0.2% |
| 30D | +9.7% | -9.2% | +18.8% | +10.4% |
| 3M | -8.5% | -9.1% | +0.6% | -8.9% |
| 6M | -15.1% | -25.7% | +10.6% | -13.4% |
| YTD | -10.4% | -23.6% | +13.2% | -8.4% |
| 1Y | -9.3% | -4.3% | -5.0% | -7.9% |
| All | -9.3% | -5.3% | -4.0% | -7.9% |
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