+17.2%
LMT vs KGC
+28.8%
-11.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.1% |
| 7D | -0.5% | -8.4% | +7.9% | -0.5% |
| 30D | -10.8% | +6.3% | -17.1% | -10.9% |
| 3M | +1.6% | +22.4% | -20.8% | +1.2% |
| 6M | -17.6% | -11.4% | -6.1% | -17.6% |
| YTD | +11.6% | +3.1% | +8.4% | +10.5% |
| 1Y | +17.2% | +26.6% | -9.4% | +15.5% |
| All | +17.2% | +28.8% | -11.6% | +15.5% |
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