+207.3%
KGC vs WY
+612.4%
-405.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -6.7% | -0.8% | -5.8% | -6.5% |
| 30D | -6.7% | +10.1% | -16.8% | -8.4% |
| 3M | -22.6% | -15.4% | -7.2% | -20.1% |
| 6M | -33.4% | -8.3% | -25.1% | -32.4% |
| YTD | -26.0% | -9.8% | -16.2% | -24.7% |
| 1Y | -18.3% | -3.9% | -14.4% | -17.9% |
| 3Y | +315.8% | -23.3% | +339.1% | +332.5% |
| 5Y | +225.7% | -31.2% | +256.9% | +245.2% |
| 10Y | +610.5% | +5.5% | +604.9% | +567.0% |
| All | +207.3% | +612.4% | -405.1% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling