+110.2%
LLY vs KGC
+543.3%
-433.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.1% | -1.3% | -0.9% | -2.1% |
| 30D | -1.6% | +20.3% | -21.9% | -3.2% |
| 3M | +2.3% | +8.1% | -5.8% | +1.3% |
| 6M | +14.9% | -8.8% | +23.7% | +15.1% |
| YTD | +7.5% | +10.1% | -2.6% | +5.6% |
| 1Y | +55.7% | +44.2% | +11.5% | +49.4% |
| All | +110.2% | +543.3% | -433.1% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling