+356.5%
WELL vs KGC
+678.3%
-321.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +0.7% | +10.5% | -9.7% | -0.1% |
| 3M | +14.5% | +19.8% | -5.3% | +12.7% |
| 6M | +14.4% | -6.7% | +21.1% | +14.4% |
| YTD | +28.5% | +7.8% | +20.7% | +26.6% |
| 1Y | +41.8% | +35.7% | +6.1% | +36.7% |
| 3Y | +202.8% | +553.7% | -350.9% | +157.0% |
| 5Y | +208.8% | +461.7% | -252.9% | +160.5% |
| 10Y | +356.5% | +710.2% | -353.6% | +280.7% |
| All | +356.5% | +678.3% | -321.8% | +280.7% |
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