+37.8%
LIN vs KGC
+304.9%
-267.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +6.4% | -9.3% | +15.7% | +6.9% |
| 3M | +6.5% | -15.9% | +22.4% | +7.3% |
| 6M | +4.9% | -24.9% | +29.7% | +6.0% |
| YTD | +23.4% | -23.0% | +46.5% | +24.0% |
| 1Y | +26.3% | -9.9% | +36.3% | +25.4% |
| All | +37.8% | +304.9% | -267.1% | +24.9% |
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 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