+222.0%
LHX vs KGC
+698.0%
-476.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.3% | -5.6% | +1.4% | -3.9% |
| 30D | -15.1% | +6.1% | -21.3% | -15.5% |
| 3M | -21.0% | +17.3% | -38.3% | -21.9% |
| 6M | -32.0% | -10.3% | -21.7% | -31.8% |
| YTD | -15.3% | +3.9% | -19.2% | -15.9% |
| 1Y | -11.1% | +25.7% | -36.8% | -12.7% |
| 3Y | +54.0% | +526.0% | -472.0% | +37.9% |
| 5Y | +17.1% | +455.5% | -438.4% | +4.3% |
| All | +222.0% | +698.0% | -476.0% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling