+6.4%
OXY vs KGC
+698.0%
-691.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.8% | -5.6% | +8.5% | +3.3% |
| 30D | +5.5% | +6.1% | -0.7% | +4.8% |
| 3M | +11.3% | +17.3% | -6.0% | +9.4% |
| 6M | +11.6% | -10.3% | +21.9% | +11.7% |
| YTD | +51.6% | +3.9% | +47.7% | +48.7% |
| 1Y | +36.2% | +25.7% | +10.5% | +30.3% |
| 3Y | +1.7% | +526.0% | -524.3% | -21.0% |
| 5Y | +164.5% | +455.5% | -291.0% | +103.9% |
| All | +6.4% | +698.0% | -691.6% | -17.3% |
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