+25.9%
LMT vs KGC
-5.3%
+31.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.5% | -14.4% | -6.5% |
| 7D | -5.5% | -6.8% | +1.3% | -5.6% |
| 30D | +17.5% | -9.2% | +26.6% | +17.2% |
| 3M | +1.6% | -9.1% | +10.7% | +1.0% |
| 6M | +16.3% | -25.7% | +42.0% | +15.5% |
| YTD | +25.3% | -23.6% | +48.9% | +25.7% |
| 1Y | +25.9% | -4.3% | +30.2% | +32.5% |
| All | +25.9% | -5.3% | +31.2% | +32.5% |
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 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