+52.3%
LVS vs KGC
+396.4%
-344.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -3.2% | +20.3% | -23.5% | -6.2% |
| 3M | -12.0% | +8.1% | -20.1% | -13.6% |
| 6M | -19.9% | -8.8% | -11.1% | -19.7% |
| YTD | -30.6% | +10.1% | -40.7% | -32.8% |
| 1Y | -17.7% | +44.2% | -62.0% | -24.2% |
| 3Y | -14.2% | +533.0% | -547.2% | -39.6% |
| 5Y | +9.6% | +443.0% | -433.4% | -22.6% |
| 10Y | +5.7% | +678.6% | -672.9% | -38.2% |
| All | +52.3% | +396.4% | -344.1% | -17.7% |
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