+642.9%
WDC vs KGC
+637.7%
+5.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | -6.7% | +18.7% | +13.5% |
| 30D | -18.8% | -6.7% | -12.1% | -18.0% |
| 3M | -39.3% | -22.6% | -16.7% | -36.8% |
| 6M | -40.1% | -33.4% | -6.7% | -36.1% |
| YTD | +71.8% | -26.0% | +97.8% | +79.9% |
| 1Y | +88.5% | -18.3% | +106.8% | +94.3% |
| 3Y | +770.0% | +315.8% | +454.2% | +595.0% |
| 5Y | +549.0% | +225.7% | +323.3% | +417.4% |
| All | +642.9% | +637.7% | +5.2% | +451.8% |
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