+286.2%
KGC vs WST
-0.1%
+286.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.7% |
| 7D | +10.5% | -3.1% | +13.6% | +11.1% |
| 30D | -4.1% | +9.1% | -13.1% | -5.6% |
| 3M | -13.1% | +14.7% | -27.8% | -15.2% |
| 6M | -27.5% | +28.0% | -55.5% | -30.8% |
| YTD | -20.7% | +45.6% | -66.4% | -26.3% |
| 1Y | -6.1% | +45.7% | -51.7% | -12.7% |
| 3Y | +318.6% | +21.1% | +297.5% | +280.3% |
| All | +286.2% | -0.1% | +286.4% | +251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling