+420.4%
KGC vs OSCR
-11.8%
+432.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.6% |
| 7D | -0.1% | +4.7% | -4.8% | -0.5% |
| 30D | +10.5% | +14.8% | -4.3% | +9.3% |
| 3M | +19.8% | +16.7% | +3.1% | +18.0% |
| 6M | -6.7% | +127.5% | -134.2% | -13.1% |
| YTD | +7.8% | +121.0% | -113.2% | +0.4% |
| 1Y | +35.7% | +58.4% | -22.7% | +28.4% |
| 3Y | +553.7% | +392.4% | +161.3% | +453.0% |
| 5Y | +461.7% | +80.5% | +381.2% | +366.9% |
| All | +420.4% | -11.8% | +432.2% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling