+427.9%
LIN vs KGC
+635.9%
-208.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.5% |
| 7D | +0.2% | -4.1% | +4.3% | +0.5% |
| 30D | +6.2% | -11.6% | +17.8% | +7.1% |
| 3M | +9.3% | -24.5% | +33.9% | +11.4% |
| 6M | +4.4% | -34.6% | +38.9% | +7.3% |
| YTD | +23.7% | -26.2% | +49.9% | +25.3% |
| 1Y | +23.5% | -20.1% | +43.6% | +24.0% |
| 3Y | +35.8% | +312.4% | -276.6% | +16.4% |
| 5Y | +65.9% | +224.9% | -159.0% | +41.4% |
| All | +427.9% | +635.9% | -208.0% | +345.7% |
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