+417.5%
LIN vs KGC
+523.1%
-105.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.2% | -1.4% |
| 7D | +0.2% | +10.5% | -10.3% | -0.6% |
| 30D | +6.5% | -4.1% | +10.5% | +6.7% |
| 3M | +5.5% | -13.1% | +18.6% | +6.3% |
| 6M | +3.3% | -27.5% | +30.9% | +5.4% |
| YTD | +22.0% | -20.7% | +42.7% | +22.8% |
| 1Y | +25.7% | -6.1% | +31.8% | +24.7% |
| 3Y | +36.2% | +318.6% | -282.4% | +16.8% |
| 5Y | +66.1% | +289.9% | -223.9% | +40.1% |
| All | +417.5% | +523.1% | -105.6% | +334.4% |
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