+461.7%
KGC vs WSM
+182.5%
+279.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | +10.5% | -9.3% | +19.8% | +12.2% |
| 3M | +19.8% | +7.1% | +12.7% | +18.4% |
| 6M | -6.7% | +21.7% | -28.4% | -9.7% |
| YTD | +7.8% | +28.7% | -21.0% | +3.2% |
| 1Y | +35.7% | +13.9% | +21.8% | +32.1% |
| 3Y | +553.7% | +232.2% | +321.5% | +415.8% |
| 5Y | +461.7% | +176.4% | +285.3% | +341.7% |
| All | +461.7% | +182.5% | +279.2% | +341.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling