+11,275.8%
LMT vs KGC
+357.0%
+10,918.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.4% |
| 7D | -6.3% | -1.3% | -5.0% | -6.2% |
| 30D | -8.5% | +20.3% | -28.8% | -9.1% |
| 3M | +1.8% | +8.1% | -6.3% | +1.4% |
| 6M | -19.9% | -8.8% | -11.2% | -19.9% |
| YTD | +10.6% | +10.1% | +0.5% | +9.8% |
| 1Y | +17.9% | +44.2% | -26.3% | +16.0% |
| 3Y | +27.0% | +533.0% | -506.1% | +18.6% |
| 5Y | +68.7% | +443.0% | -374.3% | +57.4% |
| 10Y | +181.1% | +678.6% | -497.5% | +155.4% |
| All | +11,275.8% | +357.0% | +10,918.8% | +9,618.3% |
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 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