-4.3%
KGC vs WST
+47.3%
-51.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.0% | +7.4% |
| 7D | -6.8% | +1.3% | -8.1% | -7.0% |
| 30D | -9.2% | +8.5% | -17.7% | -10.4% |
| 3M | -9.1% | +17.2% | -26.3% | -11.5% |
| 6M | -25.7% | +36.3% | -61.9% | -29.2% |
| YTD | -23.6% | +48.9% | -72.5% | -29.3% |
| 1Y | -4.3% | +42.9% | -47.2% | -11.4% |
| All | -4.3% | +47.3% | -51.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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