+1,545.2%
LLY vs KGC
+645.2%
+900.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -3.1% | +2.4% | -5.6% | -3.2% |
| 30D | -5.1% | +9.2% | -14.3% | -5.6% |
| 3M | -2.1% | +16.7% | -18.8% | -3.0% |
| 6M | +13.8% | -7.0% | +20.9% | +13.9% |
| YTD | +5.1% | +7.5% | -2.4% | +4.2% |
| 1Y | +53.1% | +34.4% | +18.8% | +49.9% |
| 3Y | +95.6% | +552.0% | -456.3% | +78.1% |
| 5Y | +361.5% | +454.5% | -93.0% | +320.0% |
| 10Y | +1,545.2% | +658.7% | +886.5% | +1,379.1% |
| All | +1,545.2% | +645.2% | +900.0% | +1,379.1% |
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