+246.0%
ORCL vs KGC
+506.2%
-260.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.9% |
| 7D | -6.5% | +8.0% | -14.5% | -7.4% |
| 30D | -16.6% | -9.3% | -7.3% | -15.7% |
| 3M | -21.6% | -21.3% | -0.3% | -19.6% |
| 6M | -39.4% | -31.5% | -7.9% | -37.1% |
| YTD | -38.7% | -23.2% | -15.4% | -37.3% |
| 1Y | -50.4% | -15.0% | -35.3% | -49.7% |
| 3Y | +8.1% | +328.7% | -320.6% | -2.1% |
| 5Y | +34.5% | +262.9% | -228.3% | +21.0% |
| 10Y | +246.0% | +568.9% | -322.9% | +214.4% |
| All | +246.0% | +506.2% | -260.2% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling