+17.3%
OXY vs KGC
+637.7%
-620.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.2% | -6.7% | +10.9% | +4.7% |
| 30D | -4.3% | -6.7% | +2.3% | -4.0% |
| 3M | +2.3% | -22.6% | +24.9% | +3.9% |
| 6M | +5.5% | -33.4% | +39.0% | +8.3% |
| YTD | +44.9% | -26.0% | +70.9% | +45.6% |
| 1Y | +42.6% | -18.3% | +60.9% | +41.6% |
| 3Y | +0.7% | +315.8% | -315.0% | -19.1% |
| 5Y | +96.9% | +225.7% | -128.8% | +57.7% |
| All | +17.3% | +637.7% | -620.4% | -7.2% |
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 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