+655.3%
KGC vs GWW
+565.7%
+89.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | -8.4% | -3.1% | -5.3% | -8.2% |
| 30D | +6.3% | -2.3% | +8.7% | +6.5% |
| 3M | +22.4% | -3.3% | +25.8% | +22.6% |
| 6M | -11.4% | +15.4% | -26.8% | -12.4% |
| YTD | +3.1% | +26.7% | -23.6% | +1.6% |
| 1Y | +26.6% | +29.0% | -2.4% | +24.6% |
| 3Y | +525.6% | +89.0% | +436.6% | +498.7% |
| 5Y | +451.7% | +221.8% | +229.9% | +413.0% |
| All | +655.3% | +565.7% | +89.6% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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