+4,942.5%
CVX vs KGC
+207.3%
+4,735.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | -6.7% | +10.1% | +3.8% |
| 30D | -1.0% | -6.7% | +5.7% | -0.7% |
| 3M | +12.2% | -22.6% | +34.8% | +13.6% |
| 6M | +20.3% | -33.4% | +53.8% | +22.6% |
| YTD | +48.3% | -26.0% | +74.3% | +49.3% |
| 1Y | +46.9% | -18.3% | +65.2% | +46.9% |
| 3Y | +73.1% | +315.8% | -242.7% | +54.0% |
| 5Y | +135.2% | +225.7% | -90.5% | +110.4% |
| 10Y | +214.4% | +610.5% | -396.1% | +160.3% |
| All | +4,942.5% | +207.3% | +4,735.2% | +3,938.4% |
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 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