+660.5%
KGC vs WTW
+198.0%
+462.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -5.6% | -5.7% | +0.1% | -4.6% |
| 30D | +6.1% | -7.3% | +13.4% | +7.7% |
| 3M | +17.3% | +21.5% | -4.1% | +12.9% |
| 6M | -10.3% | +9.6% | -19.9% | -12.3% |
| YTD | +3.9% | -3.3% | +7.1% | +3.9% |
| 1Y | +25.7% | -6.1% | +31.9% | +26.6% |
| 3Y | +526.0% | +61.8% | +464.1% | +444.5% |
| 5Y | +455.5% | +42.7% | +412.8% | +394.0% |
| All | +660.5% | +198.0% | +462.5% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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