-51.2%
LULU vs KGC
+43.6%
-94.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.3% | -15.1% | -17.2% |
| 7D | -16.7% | -1.3% | -15.4% | -16.6% |
| 30D | -18.5% | +20.3% | -38.8% | -19.6% |
| 3M | -19.5% | +8.1% | -27.5% | -20.0% |
| 6M | -41.9% | -8.8% | -33.1% | -42.5% |
| YTD | -51.6% | +10.1% | -61.6% | -50.9% |
| 1Y | -51.2% | +44.2% | -95.4% | -45.2% |
| All | -51.2% | +43.6% | -94.8% | -45.2% |
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