+587.2%
KGC vs WCN
+322.1%
+265.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.7% | +2.6% | -9.2% | -7.4% |
| 30D | -6.7% | +23.9% | -30.6% | -13.0% |
| 3M | -22.6% | +17.4% | -40.0% | -26.6% |
| 6M | -33.4% | +28.0% | -61.4% | -39.1% |
| YTD | -26.0% | +11.6% | -37.5% | -29.2% |
| 1Y | -18.3% | +16.9% | -35.2% | -23.2% |
| 3Y | +315.8% | +51.6% | +264.2% | +260.2% |
| 5Y | +225.7% | +48.0% | +177.7% | +182.9% |
| All | +587.2% | +322.1% | +265.1% | +584.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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