+270.3%
ORCL vs KGC
+637.7%
-367.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | -6.7% | +14.6% | +8.8% |
| 30D | -4.0% | -6.7% | +2.7% | -3.3% |
| 3M | -19.5% | -22.6% | +3.1% | -17.3% |
| 6M | -33.5% | -33.4% | 0.0% | -30.8% |
| YTD | -34.8% | -26.0% | -8.8% | -33.1% |
| 1Y | -41.6% | -18.3% | -23.3% | -40.6% |
| 3Y | +13.8% | +315.8% | -302.0% | +3.4% |
| 5Y | +43.4% | +225.7% | -182.3% | +29.7% |
| All | +270.3% | +637.7% | -367.4% | +237.8% |
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