+37.3%
LMT vs KGC
+556.1%
-518.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.1% |
| 7D | -1.5% | +2.4% | -4.0% | -1.6% |
| 30D | -8.2% | +9.2% | -17.5% | -8.5% |
| 3M | +3.7% | +16.7% | -13.0% | +3.1% |
| 6M | -19.2% | -7.0% | -12.2% | -19.1% |
| YTD | +12.9% | +7.5% | +5.4% | +11.8% |
| 1Y | +19.8% | +34.4% | -14.6% | +17.3% |
| 3Y | +37.3% | +552.0% | -514.7% | +14.9% |
| All | +37.3% | +556.1% | -518.8% | +14.9% |
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