+1,402.3%
LITE vs KGC
+523.1%
+879.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.1% |
| 7D | -35.9% | +10.5% | -46.4% | -37.2% |
| 30D | -51.5% | -4.1% | -47.5% | -51.2% |
| 3M | -35.7% | -13.1% | -22.7% | -34.4% |
| 6M | -43.0% | -27.5% | -15.4% | -40.2% |
| YTD | +46.1% | -20.7% | +66.8% | +50.0% |
| 1Y | +124.7% | -6.1% | +130.8% | +125.7% |
| 3Y | +1,172.1% | +318.6% | +853.5% | +940.9% |
| 5Y | +477.0% | +289.9% | +187.1% | +366.9% |
| All | +1,402.3% | +523.1% | +879.3% | +1,067.1% |
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