+1,330.5%
WDC vs KGC
+562.0%
+768.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.1% | +6.6% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -10.0% | +20.3% | -30.2% | -16.1% |
| 3M | -18.8% | +8.1% | -26.8% | -21.6% |
| 6M | +79.0% | -8.8% | +87.8% | +80.4% |
| YTD | +171.6% | +10.1% | +161.5% | +159.1% |
| 1Y | +417.4% | +44.2% | +373.2% | +360.3% |
| All | +1,330.5% | +562.0% | +768.6% | +800.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling