+97.5%
OXY vs KGC
+226.6%
-129.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 6M | +5.5% | -33.4% | +39.0% | +8.7% |
| YTD | +44.9% | -26.0% | +70.9% | +44.8% |
| 1Y | +42.6% | -18.3% | +60.9% | +40.0% |
| 3Y | +0.7% | +315.8% | -315.0% | -32.0% |
| All | +97.5% | +226.6% | -129.2% | +39.5% |
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 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