+357.0%
KGC vs WSM
+34,755.7%
-34,398.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -1.3% | -3.3% | +2.0% | -1.1% |
| 30D | +20.3% | -8.4% | +28.7% | +20.9% |
| 3M | +8.1% | +9.7% | -1.6% | +7.5% |
| 6M | -8.8% | +16.7% | -25.4% | -9.6% |
| YTD | +10.1% | +28.7% | -18.6% | +8.4% |
| 1Y | +44.2% | +13.7% | +30.6% | +42.9% |
| 3Y | +533.0% | +230.1% | +302.9% | +486.5% |
| 5Y | +443.0% | +179.0% | +264.0% | +403.1% |
| 10Y | +678.6% | +1,002.5% | -324.0% | +563.3% |
| All | +357.0% | +34,755.7% | -34,398.7% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling