+143.7%
LLY vs KGC
+350.6%
-206.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +4.1% |
| 7D | +0.1% | +11.1% | -11.1% | -0.7% |
| 30D | +19.7% | -3.7% | +23.5% | +19.9% |
| 3M | +19.3% | -17.2% | +36.5% | +20.7% |
| 6M | +49.3% | -27.3% | +76.6% | +52.4% |
| YTD | +32.0% | -18.5% | +50.6% | +32.4% |
| 1Y | +53.7% | -5.7% | +59.4% | +51.9% |
| 3Y | +143.7% | +336.5% | -192.7% | +126.9% |
| All | +143.7% | +350.6% | -206.9% | +126.9% |
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 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