+53,560.1%
ORLY vs KGC
+683.2%
+52,877.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -6.7% | +10.5% | -17.1% | -6.9% |
| 3M | -3.8% | +19.8% | -23.6% | -4.3% |
| 6M | -9.0% | -6.7% | -2.3% | -9.0% |
| YTD | -5.6% | +7.8% | -13.4% | -6.0% |
| 1Y | -19.5% | +35.7% | -55.2% | -20.2% |
| 3Y | +34.7% | +553.7% | -519.0% | +28.9% |
| 5Y | +118.0% | +461.7% | -343.6% | +108.4% |
| 10Y | +364.1% | +710.2% | -346.1% | +338.0% |
| All | +53,560.1% | +683.2% | +52,877.0% | +48,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling