+204.9%
CVX vs KGC
+567.0%
-362.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -0.8% | -8.8% | +8.0% | -0.4% |
| 3M | +9.4% | -21.1% | +30.5% | +10.7% |
| 6M | +17.5% | -32.3% | +49.8% | +19.8% |
| YTD | +43.8% | -23.5% | +67.3% | +44.2% |
| 1Y | +41.9% | -15.0% | +56.9% | +40.8% |
| 3Y | +69.1% | +327.5% | -258.4% | +42.2% |
| 5Y | +128.3% | +244.3% | -116.0% | +91.1% |
| 10Y | +204.9% | +634.8% | -429.8% | +148.5% |
| All | +204.9% | +567.0% | -362.1% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling