+116.5%
ORLY vs KGC
+435.7%
-319.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.5% |
| 7D | -2.1% | -8.4% | +6.3% | -1.8% |
| 30D | -7.6% | +6.3% | -14.0% | -7.9% |
| 3M | -5.5% | +22.4% | -27.9% | -6.5% |
| 6M | -9.7% | -11.4% | +1.7% | -9.4% |
| YTD | -6.2% | +3.1% | -9.4% | -6.7% |
| 1Y | -18.6% | +26.6% | -45.3% | -20.0% |
| 3Y | +33.8% | +525.6% | -491.7% | +19.4% |
| 5Y | +116.5% | +451.7% | -335.1% | +97.1% |
| All | +116.5% | +435.7% | -319.2% | +97.1% |
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