+32.7%
ORCL vs KGC
+543.3%
-510.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +5.3% | -1.3% | +6.5% | +5.6% |
| 30D | +10.0% | +20.3% | -10.3% | +5.1% |
| 3M | -32.6% | +8.1% | -40.7% | -34.1% |
| 6M | +4.9% | -8.8% | +13.7% | +5.4% |
| YTD | -17.8% | +10.1% | -27.8% | -21.0% |
| 1Y | -28.0% | +44.2% | -72.2% | -34.8% |
| All | +32.7% | +543.3% | -510.6% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling