+42.2%
CVX vs KGC
+556.1%
-513.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.5% |
| 7D | -0.6% | +2.4% | -3.0% | -0.6% |
| 30D | +13.4% | +9.2% | +4.2% | +13.6% |
| 3M | +11.8% | +16.7% | -4.9% | +12.2% |
| 6M | +12.4% | -7.0% | +19.4% | +13.0% |
| YTD | +41.5% | +7.5% | +34.0% | +40.7% |
| 1Y | +41.6% | +34.4% | +7.2% | +38.9% |
| 3Y | +42.2% | +552.0% | -509.7% | +21.8% |
| All | +42.2% | +556.1% | -513.8% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling