+46.1%
ORCL vs KGC
+248.9%
-202.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +3.8% | +0.2% | +3.5% | +3.7% |
| 30D | -6.6% | -8.8% | +2.3% | -4.9% |
| 3M | -11.4% | -21.1% | +9.6% | -7.5% |
| 6M | -33.3% | -32.3% | -1.0% | -28.7% |
| YTD | -33.3% | -23.5% | -9.8% | -30.7% |
| 1Y | -44.9% | -15.0% | -29.9% | -43.8% |
| 3Y | +17.6% | +327.5% | -309.9% | -5.1% |
| 5Y | +46.1% | +244.3% | -198.2% | +22.2% |
| All | +46.1% | +248.9% | -202.8% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling