+991.6%
WDC vs KGC
+454.1%
+537.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | +10.1% | +10.5% | -0.4% | +6.0% |
| 3M | -6.8% | +19.8% | -26.6% | -12.7% |
| 6M | +84.1% | -6.7% | +90.8% | +84.7% |
| YTD | +180.3% | +7.8% | +172.5% | +169.7% |
| 1Y | +411.1% | +35.7% | +375.4% | +361.6% |
| 3Y | +1,375.0% | +553.7% | +821.3% | +765.4% |
| 5Y | +991.6% | +461.7% | +529.9% | +542.6% |
| All | +991.6% | +454.1% | +537.4% | +542.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling