-18.3%
KGC vs WSM
+34.6%
-52.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -6.7% | +5.1% | -11.7% | -8.2% |
| 3M | -22.6% | +5.1% | -27.7% | -24.0% |
| 6M | -33.4% | +48.6% | -82.0% | -41.9% |
| YTD | -26.0% | +44.2% | -70.2% | -35.9% |
| 1Y | -18.3% | +38.1% | -56.4% | -28.7% |
| All | -18.3% | +34.6% | -52.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling