+587.2%
KGC vs WY
+5.0%
+582.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -6.7% | -0.8% | -5.8% | -6.4% |
| 30D | -6.7% | +10.1% | -16.8% | -8.9% |
| 3M | -22.6% | -15.4% | -7.2% | -19.4% |
| 6M | -33.4% | -8.3% | -25.1% | -32.2% |
| YTD | -26.0% | -9.8% | -16.2% | -24.3% |
| 1Y | -18.3% | -3.9% | -14.4% | -17.7% |
| 3Y | +315.8% | -23.3% | +339.1% | +337.0% |
| 5Y | +225.7% | -31.2% | +256.9% | +249.6% |
| All | +587.2% | +5.0% | +582.2% | +595.1% |
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