+655.3%
KGC vs WY
+7.2%
+648.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.7% |
| 7D | -8.4% | -3.7% | -4.7% | -7.6% |
| 30D | +6.3% | -11.3% | +17.6% | +9.5% |
| 3M | +22.4% | -8.1% | +30.6% | +24.7% |
| 6M | -11.4% | -7.4% | -4.0% | -9.8% |
| YTD | +3.1% | -4.7% | +7.8% | +4.1% |
| 1Y | +26.6% | -9.2% | +35.8% | +28.9% |
| 3Y | +525.6% | -24.7% | +550.3% | +560.5% |
| 5Y | +451.7% | -21.6% | +473.2% | +476.9% |
| All | +655.3% | +7.2% | +648.1% | +607.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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