+526.0%
KGC vs OSCR
+401.8%
+124.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -5.6% | +1.6% | -7.2% | -5.8% |
| 30D | +6.1% | +10.7% | -4.5% | +5.2% |
| 3M | +17.3% | +13.4% | +4.0% | +15.8% |
| 6M | -10.3% | +144.6% | -154.8% | -17.3% |
| YTD | +3.9% | +128.0% | -124.2% | -4.0% |
| 1Y | +25.7% | +68.7% | -42.9% | +17.7% |
| 3Y | +526.0% | +398.8% | +127.2% | +438.5% |
| All | +526.0% | +401.8% | +124.1% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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