+162.0%
OXY vs KGC
+435.7%
-273.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | +0.9% | -8.4% | +9.3% | +1.7% |
| 30D | +3.6% | +6.3% | -2.8% | +2.8% |
| 3M | +7.1% | +22.4% | -15.3% | +4.6% |
| 6M | +15.7% | -11.4% | +27.1% | +16.2% |
| YTD | +50.1% | +3.1% | +47.0% | +46.4% |
| 1Y | +34.1% | +26.6% | +7.5% | +25.8% |
| 3Y | -1.5% | +525.6% | -527.1% | -35.3% |
| 5Y | +162.0% | +451.7% | -289.7% | +75.5% |
| All | +162.0% | +435.7% | -273.7% | +75.5% |
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