+76.4%
SLB vs KGC
+226.6%
-150.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.5% | -6.7% | +10.2% | +4.6% |
| 30D | +6.5% | -6.7% | +13.2% | +7.4% |
| 3M | -0.2% | -22.6% | +22.3% | +3.4% |
| 6M | -5.7% | -33.4% | +27.7% | -0.3% |
| YTD | +36.8% | -26.0% | +62.8% | +40.6% |
| 1Y | +45.8% | -18.3% | +64.1% | +46.9% |
| 3Y | +3.4% | +315.8% | -312.4% | -30.9% |
| All | +76.4% | +226.6% | -150.3% | +22.3% |
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 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