+1,108.8%
LNG vs KGC
+175.7%
+933.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -5.3% |
| 7D | -6.2% | +2.4% | -8.6% | -6.3% |
| 30D | +8.0% | +9.2% | -1.2% | +7.2% |
| 3M | +16.9% | +16.7% | +0.2% | +15.2% |
| 6M | +8.7% | -7.0% | +15.7% | +8.4% |
| YTD | +43.0% | +7.5% | +35.5% | +40.8% |
| 1Y | +19.4% | +34.4% | -14.9% | +15.3% |
| 3Y | +74.7% | +552.0% | -477.3% | +48.5% |
| 5Y | +222.4% | +454.5% | -232.1% | +174.1% |
| 10Y | +532.2% | +658.7% | -126.5% | +405.6% |
| All | +1,108.8% | +175.7% | +933.2% | +1,109.5% |
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 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