+211.6%
XOM vs KGC
+226.6%
-15.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.4% |
| YTD | +44.6% | -26.0% | +70.6% | +44.8% |
| 1Y | +47.8% | -18.3% | +66.1% | +46.2% |
| 3Y | +79.6% | +315.8% | -236.2% | +34.7% |
| All | +211.6% | +226.6% | -15.0% | +132.1% |
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