+9.2%
WBD vs KGC
+737.9%
-728.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -25.5% | +39.3% | +16.3% |
| 7D | +13.8% | -25.5% | +39.3% | +16.3% |
| 30D | +13.8% | -25.5% | +39.3% | +16.3% |
| 3M | +13.8% | -25.5% | +39.3% | +16.3% |
| 6M | +13.3% | -25.0% | +38.2% | +15.5% |
| YTD | +7.4% | -15.9% | +23.3% | +7.2% |
| 1Y | +63.0% | -5.4% | +68.4% | +59.4% |
| 3Y | +206.7% | +444.1% | -237.4% | +135.4% |
| 5Y | +18.4% | +370.2% | -351.9% | -9.0% |
| All | +9.2% | +737.9% | -728.7% | -17.7% |
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