+7,679.3%
LHX vs KGC
+346.4%
+7,333.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.2% |
| 7D | -2.5% | +2.4% | -4.9% | -2.6% |
| 30D | -10.4% | +9.2% | -19.6% | -10.8% |
| 3M | -14.9% | +16.7% | -31.7% | -15.7% |
| 6M | -29.6% | -7.0% | -22.6% | -29.6% |
| YTD | -11.8% | +7.5% | -19.3% | -12.4% |
| 1Y | -5.1% | +34.4% | -39.4% | -6.8% |
| 3Y | +61.3% | +552.0% | -490.7% | +46.9% |
| 5Y | +22.4% | +454.5% | -432.1% | +11.4% |
| 10Y | +232.2% | +658.7% | -426.4% | +191.4% |
| All | +7,679.3% | +346.4% | +7,333.0% | +6,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling