+431.5%
LIN vs KGC
+637.7%
-206.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.7% |
| 7D | +2.1% | -6.7% | +8.8% | +2.6% |
| 30D | +6.8% | -6.7% | +13.4% | +7.2% |
| 3M | +10.4% | -22.6% | +32.9% | +12.3% |
| 6M | +3.2% | -33.4% | +36.6% | +5.9% |
| YTD | +24.6% | -26.0% | +50.6% | +26.1% |
| 1Y | +24.4% | -18.3% | +42.7% | +24.7% |
| 3Y | +36.7% | +315.8% | -279.0% | +17.1% |
| 5Y | +67.0% | +225.7% | -158.7% | +42.3% |
| All | +431.5% | +637.7% | -206.2% | +348.7% |
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