+490.8%
LITE vs KGC
+286.2%
+204.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.9% |
| 7D | -35.9% | +10.5% | -46.4% | -37.8% |
| 30D | -51.5% | -4.1% | -47.5% | -51.1% |
| 3M | -35.7% | -13.1% | -22.7% | -33.9% |
| 6M | -43.0% | -27.5% | -15.4% | -39.0% |
| YTD | +46.1% | -20.7% | +66.8% | +51.1% |
| 1Y | +124.7% | -6.1% | +130.8% | +125.2% |
| 3Y | +1,172.1% | +318.6% | +853.5% | +870.9% |
| All | +490.8% | +286.2% | +204.6% | +346.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling