-11.3%
KGC vs WOLF
+45.7%
-57.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.8% |
| 7D | +8.0% | +17.0% | -9.0% | +5.7% |
| 30D | -9.3% | -14.3% | +5.0% | -8.2% |
| 3M | -21.3% | -10.5% | -10.8% | -21.3% |
| 6M | -31.5% | -43.7% | +12.2% | -28.9% |
| YTD | -23.2% | +50.7% | -73.9% | -28.9% |
| 1Y | -15.0% | +46.7% | -61.7% | -21.4% |
| All | -11.3% | +45.7% | -57.0% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling