+4,391.7%
XOM vs KGC
+347.5%
+4,044.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +3.4% | +10.5% | -7.0% | +2.8% |
| 3M | +11.0% | +19.8% | -8.8% | +9.7% |
| 6M | +10.6% | -6.7% | +17.3% | +10.4% |
| YTD | +39.2% | +7.8% | +31.4% | +37.7% |
| 1Y | +52.7% | +35.7% | +17.1% | +48.9% |
| 3Y | +56.8% | +553.7% | -496.9% | +39.3% |
| 5Y | +261.8% | +461.7% | -199.9% | +221.5% |
| 10Y | +191.3% | +710.2% | -518.9% | +147.8% |
| All | +4,391.7% | +347.5% | +4,044.2% | +3,678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling