+446.1%
LITE vs KGC
+289.8%
+156.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -18.9% |
| 7D | -44.6% | 0.0% | -44.5% | -44.7% |
| 30D | -55.0% | -9.3% | -45.7% | -54.0% |
| 3M | -38.3% | -15.9% | -22.4% | -36.1% |
| 6M | -48.8% | -24.9% | -23.9% | -45.8% |
| YTD | +38.3% | -23.0% | +61.3% | +44.0% |
| 1Y | +119.0% | -9.9% | +128.9% | +121.5% |
| 3Y | +1,092.0% | +301.2% | +790.8% | +818.3% |
| 5Y | +446.1% | +278.5% | +167.5% | +313.9% |
| All | +446.1% | +289.8% | +156.2% | +313.9% |
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 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