+639.9%
LYB vs KGC
+81.4%
+558.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | -0.7% | -8.4% | +7.7% | +0.2% |
| 30D | +1.5% | +6.3% | -4.8% | +0.7% |
| 3M | -0.3% | +22.4% | -22.7% | -2.9% |
| 6M | +0.1% | -11.4% | +11.5% | +0.2% |
| YTD | +53.4% | +3.1% | +50.3% | +50.3% |
| 1Y | +25.6% | +26.6% | -1.0% | +19.5% |
| 3Y | -21.3% | +525.6% | -546.9% | -40.2% |
| 5Y | -2.4% | +451.7% | -454.1% | -26.2% |
| 10Y | +48.8% | +675.3% | -626.6% | +1.8% |
| All | +639.9% | +81.4% | +558.5% | +562.5% |
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