+208.1%
LRCX vs KGC
+43.6%
+164.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +6.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | +0.1% | +20.3% | -20.2% | -7.7% |
| 3M | -8.5% | +8.1% | -16.6% | -12.1% |
| 6M | +38.1% | -8.8% | +46.8% | +40.2% |
| YTD | +80.1% | +10.1% | +70.0% | +68.3% |
| 1Y | +208.1% | +44.2% | +163.8% | +154.4% |
| All | +208.1% | +43.6% | +164.4% | +154.4% |
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