-4.4%
LVS vs KGC
+546.5%
-551.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.7% |
| 7D | +0.3% | +2.4% | -2.1% | +0.2% |
| 30D | -3.9% | +9.2% | -13.1% | -4.5% |
| 3M | -12.9% | +16.7% | -29.6% | -13.9% |
| 6M | -16.9% | -7.0% | -9.9% | -16.9% |
| YTD | -31.2% | +7.5% | -38.7% | -31.8% |
| 1Y | -16.4% | +34.4% | -50.8% | -18.2% |
| All | -4.4% | +546.5% | -551.0% | -21.0% |
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