-2.2%
LVS vs KGC
+728.1%
-730.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -4.7% | +10.5% | -15.2% | -5.3% |
| 3M | -15.6% | +19.8% | -35.4% | -16.7% |
| 6M | -18.6% | -6.7% | -12.0% | -18.6% |
| YTD | -32.3% | +7.8% | -40.0% | -32.9% |
| 1Y | -18.0% | +35.7% | -53.7% | -20.1% |
| 3Y | -5.8% | +553.7% | -559.5% | -17.8% |
| 5Y | +5.7% | +461.7% | -456.0% | -8.3% |
| All | -2.2% | +728.1% | -730.3% | -15.4% |
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 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