+587.2%
KGC vs WSM
+1,131.4%
-544.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -6.7% | +5.1% | -11.7% | -7.1% |
| 3M | -22.6% | +5.1% | -27.7% | -23.0% |
| 6M | -33.4% | +48.6% | -82.0% | -36.0% |
| YTD | -26.0% | +44.2% | -70.2% | -28.7% |
| 1Y | -18.3% | +38.1% | -56.4% | -21.1% |
| 3Y | +315.8% | +257.2% | +58.6% | +265.0% |
| 5Y | +225.7% | +165.1% | +60.6% | +185.2% |
| All | +587.2% | +1,131.4% | -544.2% | +475.8% |
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