+217.8%
KGC vs WST
+15,004.7%
-14,786.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | +1.1% | -0.8% | +0.1% |
| 30D | -8.8% | +12.4% | -21.2% | -10.0% |
| 3M | -21.1% | +17.6% | -38.7% | -22.5% |
| 6M | -32.3% | +28.3% | -60.6% | -34.2% |
| YTD | -23.5% | +50.5% | -74.0% | -27.0% |
| 1Y | -15.0% | +49.4% | -64.4% | -18.9% |
| 3Y | +327.5% | +21.9% | +305.6% | +306.3% |
| 5Y | +244.3% | +0.4% | +243.9% | +229.1% |
| 10Y | +634.8% | +451.5% | +183.2% | +517.9% |
| All | +217.8% | +15,004.7% | -14,786.8% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling