+166.0%
CVX vs KGC
+450.8%
-284.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -0.6% | +2.4% | -3.0% | -0.7% |
| 30D | +13.4% | +9.2% | +4.2% | +12.7% |
| 3M | +11.8% | +16.7% | -4.9% | +10.5% |
| 6M | +12.4% | -7.0% | +19.4% | +12.6% |
| YTD | +41.5% | +7.5% | +34.0% | +38.7% |
| 1Y | +41.6% | +34.4% | +7.2% | +34.7% |
| 3Y | +42.2% | +552.0% | -509.7% | +5.0% |
| 5Y | +166.0% | +454.5% | -288.6% | +95.4% |
| All | +166.0% | +450.8% | -284.8% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling