+192.9%
XOM vs KGC
+698.0%
-505.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | -5.6% | +9.7% | +4.5% |
| 30D | +4.6% | +6.1% | -1.6% | +4.1% |
| 3M | +14.0% | +17.3% | -3.4% | +12.5% |
| 6M | +11.0% | -10.3% | +21.3% | +11.1% |
| YTD | +40.7% | +3.9% | +36.8% | +38.9% |
| 1Y | +52.3% | +25.7% | +26.6% | +47.5% |
| 3Y | +60.5% | +526.0% | -465.5% | +32.4% |
| 5Y | +266.4% | +455.5% | -189.1% | +200.0% |
| All | +192.9% | +698.0% | -505.1% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling