+142.4%
WFC vs KGC
+678.3%
-535.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.5% | +10.5% | -8.0% | +2.1% |
| 3M | +10.0% | +19.8% | -9.8% | +9.3% |
| 6M | +15.1% | -6.7% | +21.7% | +15.0% |
| YTD | -2.2% | +7.8% | -10.0% | -2.7% |
| 1Y | +13.5% | +35.7% | -22.2% | +12.2% |
| 3Y | +135.2% | +553.7% | -418.5% | +123.8% |
| 5Y | +128.3% | +461.7% | -333.4% | +115.9% |
| 10Y | +142.4% | +710.2% | -567.8% | +141.1% |
| All | +142.4% | +678.3% | -535.9% | +141.1% |
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 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