+655.3%
KGC vs WU
-39.5%
+694.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -8.4% | -5.0% | -3.5% | -7.9% |
| 30D | +6.3% | -2.3% | +8.6% | +6.6% |
| 3M | +22.4% | -3.2% | +25.7% | +22.3% |
| 6M | -11.4% | -25.0% | +13.6% | -8.8% |
| YTD | +3.1% | -21.7% | +24.8% | +5.5% |
| 1Y | +26.6% | -9.0% | +35.6% | +26.5% |
| 3Y | +525.6% | -28.9% | +554.5% | +540.2% |
| 5Y | +451.7% | -51.0% | +502.7% | +484.8% |
| All | +655.3% | -39.5% | +694.8% | +817.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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