+190.4%
LMT vs KGC
+637.7%
-447.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | +5.1% | -6.7% | +11.8% | +5.3% |
| 30D | +14.1% | -6.7% | +20.8% | +14.3% |
| 3M | +0.3% | -22.6% | +22.9% | +1.0% |
| 6M | +16.1% | -33.4% | +49.5% | +17.5% |
| YTD | +25.5% | -26.0% | +51.5% | +26.0% |
| 1Y | +34.1% | -18.3% | +52.4% | +34.0% |
| 3Y | +45.1% | +315.8% | -270.7% | +33.2% |
| 5Y | +100.9% | +225.7% | -124.8% | +84.6% |
| All | +190.4% | +637.7% | -447.3% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling