+53.1%
LLY vs KGC
+34.5%
+18.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | -3.1% | +2.4% | -5.6% | -3.3% |
| 30D | -5.1% | +9.2% | -14.3% | -5.9% |
| 3M | -2.1% | +16.7% | -18.8% | -3.8% |
| 6M | +13.8% | -7.0% | +20.9% | +13.9% |
| YTD | +5.1% | +7.5% | -2.4% | +2.4% |
| 1Y | +53.1% | +34.4% | +18.8% | +44.9% |
| All | +53.1% | +34.5% | +18.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling