+55.8%
LHX vs KGC
+520.4%
-464.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -4.8% | -8.4% | +3.6% | -4.1% |
| 30D | -12.7% | +6.3% | -19.1% | -13.4% |
| 3M | -17.6% | +22.4% | -40.1% | -19.5% |
| 6M | -30.7% | -11.4% | -19.3% | -30.4% |
| YTD | -14.3% | +3.1% | -17.5% | -15.0% |
| 1Y | -8.4% | +26.6% | -35.0% | -10.6% |
| All | +55.8% | +520.4% | -464.6% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling