+592.0%
LULU vs KGC
+154.0%
+438.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.4% |
| 7D | -20.4% | -8.4% | -12.0% | -19.7% |
| 30D | -22.9% | +6.3% | -29.2% | -23.5% |
| 3M | -18.5% | +22.4% | -41.0% | -20.6% |
| 6M | -41.8% | -11.4% | -30.4% | -41.4% |
| YTD | -53.4% | +3.1% | -56.5% | -54.0% |
| 1Y | -40.9% | +26.6% | -67.5% | -43.2% |
| 3Y | -75.6% | +525.6% | -601.1% | -80.7% |
| 5Y | -77.2% | +451.7% | -528.9% | -82.1% |
| 10Y | +49.5% | +675.3% | -625.8% | +5.4% |
| All | +592.0% | +154.0% | +438.0% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling