+207.3%
KGC vs WSM
+38,954.9%
-38,747.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.2% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -6.7% | +5.1% | -11.7% | -6.9% |
| 3M | -22.6% | +5.1% | -27.7% | -22.8% |
| 6M | -33.4% | +48.6% | -82.0% | -35.0% |
| YTD | -26.0% | +44.2% | -70.2% | -27.6% |
| 1Y | -18.3% | +38.1% | -56.4% | -19.9% |
| 3Y | +315.8% | +257.2% | +58.6% | +283.5% |
| 5Y | +225.7% | +165.1% | +60.6% | +202.1% |
| 10Y | +610.5% | +1,123.6% | -513.1% | +501.6% |
| All | +207.3% | +38,954.9% | -38,747.6% | +110.6% |
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