-80.4%
LYFT vs KGC
+836.4%
-916.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | -8.4% | -5.6% | -2.7% | -7.4% |
| 30D | -7.6% | +6.1% | -13.7% | -8.8% |
| 3M | +11.7% | +17.3% | -5.6% | +8.0% |
| 6M | +15.1% | -10.3% | +25.4% | +16.0% |
| YTD | -20.9% | +3.9% | -24.8% | -22.9% |
| 1Y | -16.4% | +25.7% | -42.1% | -21.7% |
| 3Y | +35.2% | +526.0% | -490.8% | -6.4% |
| 5Y | -69.4% | +455.5% | -524.8% | -78.9% |
| All | -80.4% | +836.4% | -916.8% | -86.8% |
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