+1,630.5%
LITE vs KGC
+662.9%
+967.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.7% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -34.9% | -8.8% | -26.1% | -33.9% |
| 3M | -21.0% | -21.1% | +0.1% | -18.0% |
| 6M | -38.5% | -32.3% | -6.1% | -34.7% |
| YTD | +75.8% | -23.5% | +99.3% | +81.7% |
| 1Y | +156.7% | -15.0% | +171.7% | +161.9% |
| 3Y | +1,498.6% | +327.5% | +1,171.0% | +1,206.6% |
| 5Y | +610.9% | +244.3% | +366.6% | +483.5% |
| All | +1,630.5% | +662.9% | +967.5% | +1,250.5% |
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