+10.2%
ORCL vs KGC
+317.1%
-306.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | -11.2% | +10.5% | -21.6% | -13.6% |
| 30D | -18.8% | -4.1% | -14.8% | -18.0% |
| 3M | -18.8% | -13.1% | -5.7% | -16.2% |
| 6M | -39.7% | -27.5% | -12.2% | -35.4% |
| YTD | -39.6% | -20.7% | -18.9% | -37.4% |
| 1Y | -51.7% | -6.1% | -45.7% | -51.9% |
| 3Y | +10.2% | +318.6% | -308.4% | -16.0% |
| All | +10.2% | +317.1% | -306.9% | -16.0% |
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