+660.5%
KGC vs WCN
+235.9%
+424.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | +6.1% | -3.4% | +9.5% | +7.5% |
| 3M | +17.3% | +3.0% | +14.4% | +15.6% |
| 6M | -10.3% | -3.8% | -6.5% | -9.8% |
| YTD | +3.9% | -8.3% | +12.2% | +6.2% |
| 1Y | +25.7% | -9.7% | +35.5% | +29.1% |
| 3Y | +526.0% | +17.2% | +508.8% | +487.8% |
| 5Y | +455.5% | +25.3% | +430.2% | +406.8% |
| All | +660.5% | +235.9% | +424.7% | +454.5% |
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