+1,332.5%
OXY vs KGC
+357.0%
+975.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.7% |
| 30D | +11.6% | +20.3% | -8.7% | +9.6% |
| 3M | +2.8% | +8.1% | -5.3% | +1.7% |
| 6M | +13.0% | -8.8% | +21.8% | +12.8% |
| YTD | +47.4% | +10.1% | +37.3% | +44.1% |
| 1Y | +31.5% | +44.2% | -12.7% | +24.9% |
| 3Y | -1.9% | +533.0% | -535.0% | -20.0% |
| 5Y | +148.0% | +443.0% | -295.0% | +102.8% |
| 10Y | +2.3% | +678.6% | -676.3% | -22.3% |
| All | +1,332.5% | +357.0% | +975.5% | +929.6% |
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