+655.3%
KGC vs WSM
+1,058.9%
-403.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.1% |
| 7D | -8.4% | +0.4% | -8.9% | -8.5% |
| 30D | +6.3% | -10.7% | +17.1% | +7.5% |
| 3M | +22.4% | +8.5% | +14.0% | +21.4% |
| 6M | -11.4% | +19.6% | -31.1% | -13.0% |
| YTD | +3.1% | +26.6% | -23.5% | +0.7% |
| 1Y | +26.6% | +12.0% | +14.7% | +24.8% |
| 3Y | +525.6% | +226.6% | +298.9% | +455.6% |
| 5Y | +451.7% | +174.1% | +277.5% | +387.5% |
| All | +655.3% | +1,058.9% | -403.5% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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