-40.3%
LULU vs KGC
+28.2%
-68.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.1% |
| 30D | -18.1% | +6.1% | -24.3% | -18.5% |
| 3M | -18.8% | +17.3% | -36.1% | -20.0% |
| 6M | -39.2% | -10.3% | -28.9% | -39.3% |
| YTD | -52.4% | +3.9% | -56.2% | -51.9% |
| 1Y | -40.3% | +25.7% | -66.0% | -39.7% |
| All | -40.3% | +28.2% | -68.5% | -39.7% |
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