-15.0%
KGC vs WOLF
+53.6%
-68.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | +0.2% | +21.5% | -21.2% | -3.0% |
| 30D | -8.8% | -1.2% | -7.6% | -9.3% |
| 3M | -21.1% | -8.2% | -12.9% | -21.4% |
| 6M | -32.3% | -45.0% | +12.7% | -29.0% |
| YTD | -23.5% | +59.0% | -82.4% | -35.9% |
| 1Y | -15.0% | +59.1% | -74.1% | -29.7% |
| All | -15.0% | +53.6% | -68.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling