+1,468.2%
LYV vs KGC
+317.7%
+1,150.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.9% | -5.6% | +3.7% | -1.5% |
| 30D | -8.2% | +6.1% | -14.3% | -8.7% |
| 3M | -1.3% | +17.3% | -18.6% | -2.7% |
| 6M | +2.6% | -10.3% | +12.9% | +3.0% |
| YTD | +19.4% | +3.9% | +15.5% | +18.2% |
| 1Y | -2.2% | +25.7% | -28.0% | -5.0% |
| 3Y | +106.0% | +526.0% | -419.9% | +74.6% |
| 5Y | +97.7% | +455.5% | -357.8% | +67.0% |
| 10Y | +560.5% | +680.7% | -120.2% | +415.0% |
| All | +1,468.2% | +317.7% | +1,150.5% | +1,040.0% |
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