+130.8%
SLB vs KGC
+450.1%
-319.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +15.8% | +20.3% | -4.5% | +12.0% |
| 3M | -0.3% | +8.1% | -8.4% | -2.2% |
| 6M | +21.3% | -8.8% | +30.1% | +21.9% |
| YTD | +52.3% | +10.1% | +42.2% | +47.2% |
| 1Y | +63.6% | +44.2% | +19.4% | +49.6% |
| 3Y | +3.8% | +533.0% | -529.3% | -34.5% |
| All | +130.8% | +450.1% | -319.3% | +46.4% |
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