+206.9%
WELL vs KGC
+338.6%
-131.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.4% |
| 7D | +4.4% | +10.5% | -6.0% | +3.7% |
| 30D | +10.8% | -4.1% | +14.9% | +11.0% |
| 3M | +4.2% | -13.1% | +17.3% | +4.8% |
| 6M | +14.0% | -27.5% | +41.5% | +16.3% |
| YTD | +33.4% | -20.7% | +54.1% | +33.3% |
| 1Y | +32.4% | -6.1% | +38.5% | +29.2% |
| All | +206.9% | +338.6% | -131.7% | +143.3% |
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