+30.0%
LIN vs KGC
+543.3%
-513.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | -2.4% | +20.3% | -22.7% | -3.6% |
| 3M | -5.6% | +8.1% | -13.7% | -6.3% |
| 6M | -3.4% | -8.8% | +5.4% | -3.3% |
| YTD | +13.1% | +10.1% | +3.0% | +11.4% |
| 1Y | +2.5% | +44.2% | -41.7% | -1.5% |
| All | +30.0% | +543.3% | -513.2% | +13.4% |
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 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