+205.4%
XOM vs KGC
+637.7%
-432.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | +2.8% | -6.7% | +9.5% | +3.2% |
| 30D | -3.6% | -6.7% | +3.0% | -3.4% |
| 3M | +8.2% | -22.6% | +30.8% | +9.5% |
| 6M | +14.0% | -33.4% | +47.5% | +16.3% |
| YTD | +44.6% | -26.0% | +70.6% | +45.3% |
| 1Y | +47.8% | -18.3% | +66.1% | +47.2% |
| 3Y | +79.6% | +315.8% | -236.2% | +51.6% |
| 5Y | +214.3% | +225.7% | -11.4% | +164.5% |
| All | +205.4% | +637.7% | -432.3% | +144.9% |
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