+211.0%
WELL vs KGC
+450.8%
-239.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -1.3% | +2.4% | -3.8% | -1.6% |
| 30D | +0.5% | +9.2% | -8.7% | -0.6% |
| 3M | +19.1% | +16.7% | +2.3% | +16.5% |
| 6M | +17.0% | -7.0% | +24.0% | +17.1% |
| YTD | +29.2% | +7.5% | +21.7% | +26.0% |
| 1Y | +42.1% | +34.4% | +7.8% | +33.3% |
| 3Y | +204.5% | +552.0% | -347.4% | +120.9% |
| 5Y | +211.0% | +454.5% | -243.6% | +124.7% |
| All | +211.0% | +450.8% | -239.8% | +124.7% |
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 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