+12.0%
WBD vs KGC
+692.5%
-680.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.5% |
| 7D | -0.6% | -8.4% | +7.8% | +0.4% |
| 30D | +4.2% | +6.3% | -2.2% | +3.3% |
| 3M | +7.5% | +22.4% | -14.9% | +4.6% |
| 6M | +1.6% | -11.4% | +13.0% | +2.2% |
| YTD | -2.2% | +3.1% | -5.3% | -3.9% |
| 1Y | +124.9% | +26.6% | +98.3% | +114.1% |
| 3Y | +149.1% | +525.6% | -376.5% | +90.8% |
| 5Y | +7.8% | +451.7% | -443.8% | -17.6% |
| All | +12.0% | +692.5% | -680.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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