-3.8%
LVS vs KGC
+692.5%
-696.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.4% |
| 7D | -4.3% | -8.4% | +4.1% | -3.8% |
| 30D | -6.8% | +6.3% | -13.2% | -7.2% |
| 3M | -15.6% | +22.4% | -38.1% | -16.8% |
| 6M | -20.6% | -11.4% | -9.2% | -20.3% |
| YTD | -33.4% | +3.1% | -36.5% | -33.9% |
| 1Y | -20.1% | +26.6% | -46.8% | -21.8% |
| 3Y | -7.4% | +525.6% | -533.0% | -18.9% |
| 5Y | +8.5% | +451.7% | -443.2% | -5.6% |
| All | -3.8% | +692.5% | -696.4% | -16.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling