+8.1%
ORCL vs KGC
+315.9%
-307.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | 0.0% |
| 7D | -6.5% | +8.0% | -14.5% | -8.5% |
| 30D | -16.6% | -9.3% | -7.3% | -14.6% |
| 3M | -21.6% | -21.3% | -0.3% | -17.0% |
| 6M | -39.4% | -31.5% | -7.9% | -34.1% |
| YTD | -38.7% | -23.2% | -15.4% | -35.9% |
| 1Y | -50.4% | -15.0% | -35.3% | -49.4% |
| 3Y | +8.1% | +328.7% | -320.6% | -19.2% |
| All | +8.1% | +315.9% | -307.8% | -19.2% |
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 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