+13,111.6%
LMT vs KGC
+217.8%
+12,893.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +19.2% | -8.8% | +28.0% | +19.4% |
| 3M | +2.7% | -21.1% | +23.8% | +3.2% |
| 6M | +20.6% | -32.3% | +52.9% | +21.7% |
| YTD | +28.4% | -23.5% | +51.9% | +28.8% |
| 1Y | +36.9% | -15.0% | +51.9% | +36.9% |
| 3Y | +48.5% | +327.5% | -279.0% | +40.3% |
| 5Y | +107.6% | +244.3% | -136.7% | +96.3% |
| 10Y | +206.5% | +634.8% | -428.3% | +179.0% |
| All | +13,111.6% | +217.8% | +12,893.8% | +11,299.7% |
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