+460.5%
LRCX vs KGC
+454.1%
+6.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +3.1% | +10.5% | -7.4% | 0.0% |
| 3M | -3.4% | +19.8% | -23.2% | -8.6% |
| 6M | +49.7% | -6.7% | +56.4% | +50.7% |
| YTD | +84.9% | +7.8% | +77.1% | +79.1% |
| 1Y | +200.8% | +35.7% | +165.2% | +175.9% |
| 3Y | +385.1% | +553.7% | -168.6% | +205.9% |
| 5Y | +460.5% | +461.7% | -1.2% | +236.3% |
| All | +460.5% | +454.1% | +6.4% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling