+18,665.9%
WELL vs KGC
+357.0%
+18,308.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -0.1% | +20.3% | -20.4% | -0.8% |
| 3M | +18.0% | +8.1% | +9.9% | +17.5% |
| 6M | +15.0% | -8.8% | +23.8% | +15.1% |
| YTD | +28.6% | +10.1% | +18.6% | +27.7% |
| 1Y | +42.9% | +44.2% | -1.3% | +40.4% |
| 3Y | +203.0% | +533.0% | -330.0% | +181.9% |
| 5Y | +206.9% | +443.0% | -236.1% | +185.3% |
| 10Y | +339.5% | +678.6% | -339.1% | +298.6% |
| All | +18,665.9% | +357.0% | +18,308.9% | +16,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling