+361.0%
ORLY vs KGC
+698.0%
-337.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -5.6% | +3.3% | -2.1% |
| 30D | -6.8% | +6.1% | -12.9% | -7.1% |
| 3M | -4.8% | +17.3% | -22.1% | -5.7% |
| 6M | -9.1% | -10.3% | +1.2% | -8.9% |
| YTD | -5.9% | +3.9% | -9.8% | -6.6% |
| 1Y | -20.4% | +25.7% | -46.1% | -22.0% |
| 3Y | +36.6% | +526.0% | -489.4% | +21.1% |
| 5Y | +117.3% | +455.5% | -338.2% | +92.0% |
| All | +361.0% | +698.0% | -337.0% | +302.5% |
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