+17,561.1%
LLY vs KGC
+357.0%
+17,204.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -2.1% | -1.3% | -0.9% | -2.1% |
| 30D | -1.6% | +20.3% | -21.9% | -1.8% |
| 3M | +2.3% | +8.1% | -5.8% | +2.1% |
| 6M | +14.9% | -8.8% | +23.7% | +14.9% |
| YTD | +7.5% | +10.1% | -2.6% | +7.2% |
| 1Y | +55.7% | +44.2% | +11.5% | +54.8% |
| 3Y | +110.6% | +533.0% | -422.4% | +106.2% |
| 5Y | +363.4% | +443.0% | -79.6% | +353.6% |
| 10Y | +1,649.0% | +678.6% | +970.4% | +1,603.2% |
| All | +17,561.1% | +357.0% | +17,204.1% | +17,663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling