+2,331.0%
LITE vs KGC
+657.9%
+1,673.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.4% |
| 7D | -1.5% | -1.3% | -0.3% | -1.4% |
| 30D | +6.7% | +20.3% | -13.6% | +3.2% |
| 3M | -6.8% | +8.1% | -14.8% | -8.3% |
| 6M | +29.4% | -8.8% | +38.2% | +30.5% |
| YTD | +139.1% | +10.1% | +129.0% | +132.7% |
| 1Y | +521.0% | +44.2% | +476.8% | +483.1% |
| 3Y | +1,535.3% | +533.0% | +1,002.3% | +1,166.4% |
| 5Y | +889.8% | +443.0% | +446.8% | +664.7% |
| All | +2,331.0% | +657.9% | +1,673.1% | +1,750.9% |
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 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