+552.0%
KGC vs WPM
+279.1%
+272.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +2.4% | +7.0% | -4.6% | -4.3% |
| 30D | +9.2% | +15.7% | -6.5% | -5.9% |
| 3M | +16.7% | +35.2% | -18.5% | -14.1% |
| 6M | -7.0% | +6.1% | -13.1% | -12.8% |
| YTD | +7.5% | +32.6% | -25.1% | -20.6% |
| 1Y | +34.4% | +46.9% | -12.6% | -10.6% |
| 3Y | +552.0% | +276.3% | +275.7% | +68.6% |
| All | +552.0% | +279.1% | +272.9% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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