+346.9%
ORCL vs KGC
+646.4%
-299.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.3% |
| 7D | +5.3% | -1.3% | +6.5% | +5.4% |
| 30D | +10.0% | +20.3% | -10.3% | +7.8% |
| 3M | -32.6% | +8.1% | -40.7% | -33.2% |
| 6M | +4.9% | -8.8% | +13.7% | +5.2% |
| YTD | -17.8% | +10.1% | -27.8% | -19.0% |
| 1Y | -28.0% | +44.2% | -72.2% | -30.7% |
| 3Y | +36.0% | +533.0% | -497.0% | +18.3% |
| 5Y | +88.7% | +443.0% | -354.3% | +63.2% |
| All | +346.9% | +646.4% | -299.5% | +296.2% |
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