+159.4%
LRCX vs KGC
+28.2%
+131.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | -5.6% | +2.6% | -0.9% |
| 30D | -8.6% | +6.1% | -14.7% | -11.2% |
| 3M | -17.7% | +17.3% | -35.0% | -23.8% |
| 6M | +36.4% | -10.3% | +46.6% | +39.5% |
| YTD | +74.5% | +3.9% | +70.7% | +67.0% |
| 1Y | +159.4% | +25.7% | +133.7% | +123.9% |
| All | +159.4% | +28.2% | +131.2% | +123.9% |
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 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