+660.5%
KGC vs GWRE
+131.0%
+529.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -5.6% | -13.2% | +7.6% | -3.8% |
| 30D | +6.1% | -18.6% | +24.7% | +8.7% |
| 3M | +17.3% | +18.9% | -1.6% | +13.3% |
| 6M | -10.3% | -11.0% | +0.7% | -10.3% |
| YTD | +3.9% | -29.9% | +33.7% | +7.4% |
| 1Y | +25.7% | -44.3% | +70.1% | +34.7% |
| 3Y | +526.0% | +51.7% | +474.3% | +464.5% |
| 5Y | +455.5% | +15.4% | +440.0% | +404.1% |
| All | +660.5% | +131.0% | +529.6% | +557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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