+552.0%
KGC vs WCC
+137.6%
+414.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.9% |
| 7D | +2.4% | +8.5% | -6.0% | +0.7% |
| 30D | +9.2% | -1.0% | +10.2% | +9.3% |
| 3M | +16.7% | +2.1% | +14.6% | +15.8% |
| 6M | -7.0% | +36.8% | -43.8% | -12.8% |
| YTD | +7.5% | +47.7% | -40.2% | -0.5% |
| 1Y | +34.4% | +66.5% | -32.2% | +22.4% |
| 3Y | +552.0% | +134.2% | +417.8% | +465.7% |
| All | +552.0% | +137.6% | +414.3% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling