+50.0%
LULU vs KGC
+698.0%
-648.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.3% |
| 30D | -18.1% | +6.1% | -24.3% | -18.4% |
| 3M | -18.8% | +17.3% | -36.1% | -19.7% |
| 6M | -39.2% | -10.3% | -28.9% | -39.0% |
| YTD | -52.4% | +3.9% | -56.2% | -52.7% |
| 1Y | -40.3% | +25.7% | -66.0% | -41.5% |
| 3Y | -75.1% | +526.0% | -601.1% | -78.2% |
| 5Y | -76.7% | +455.5% | -532.2% | -79.9% |
| All | +50.0% | +698.0% | -648.1% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling