-75.1%
LULU vs KGC
+524.7%
-599.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.6% |
| 6M | -39.2% | -10.3% | -28.9% | -39.1% |
| YTD | -52.4% | +3.9% | -56.2% | -52.5% |
| 1Y | -40.3% | +25.7% | -66.0% | -41.0% |
| 3Y | -75.1% | +526.0% | -601.1% | -78.4% |
| All | -75.1% | +524.7% | -599.8% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling