+587.2%
KGC vs WST
+456.5%
+130.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -6.7% | +4.2% | -10.9% | -7.3% |
| 30D | -6.7% | +11.2% | -17.9% | -8.4% |
| 3M | -22.6% | +20.4% | -43.0% | -25.1% |
| 6M | -33.4% | +37.9% | -71.3% | -37.1% |
| YTD | -26.0% | +51.8% | -77.8% | -31.5% |
| 1Y | -18.3% | +56.6% | -74.9% | -24.9% |
| 3Y | +315.8% | +24.2% | +291.6% | +280.7% |
| 5Y | +225.7% | +0.7% | +225.0% | +200.2% |
| All | +587.2% | +456.5% | +130.6% | +442.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling