+39.7%
LVS vs KGC
+233.8%
-194.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.8% | -6.7% | +5.8% | +0.2% |
| 30D | +10.0% | -6.7% | +16.7% | +11.0% |
| 3M | -11.0% | -22.6% | +11.5% | -7.9% |
| 6M | -20.1% | -33.4% | +13.3% | -16.0% |
| YTD | -36.3% | -26.0% | -10.4% | -34.7% |
| 1Y | -36.8% | -18.3% | -18.5% | -36.3% |
| 3Y | -9.5% | +315.8% | -325.3% | -32.2% |
| 5Y | +9.3% | +225.7% | -216.4% | -16.6% |
| 10Y | -11.0% | +610.5% | -621.4% | -47.7% |
| All | +39.7% | +233.8% | -194.1% | -20.0% |
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 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