+117.8%
WFC vs KGC
+568.9%
-451.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.5% |
| 7D | +0.9% | +8.0% | -7.2% | +0.6% |
| 30D | +3.3% | -9.3% | +12.6% | +3.5% |
| 3M | -1.4% | -21.3% | +19.9% | -0.8% |
| 6M | +14.7% | -31.5% | +46.2% | +15.8% |
| YTD | -5.9% | -23.2% | +17.3% | -5.5% |
| 1Y | +1.8% | -15.0% | +16.9% | +1.9% |
| 3Y | +124.9% | +328.7% | -203.8% | +114.6% |
| 5Y | +92.7% | +262.9% | -170.1% | +82.2% |
| All | +117.8% | +568.9% | -451.1% | +120.3% |
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 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