+122.8%
WFC vs KGC
+338.6%
-215.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | +1.2% | +10.5% | -9.2% | +0.7% |
| 30D | +5.2% | -4.1% | +9.3% | +5.3% |
| 3M | -3.0% | -13.1% | +10.0% | -2.7% |
| 6M | +6.2% | -27.5% | +33.7% | +7.4% |
| YTD | -7.9% | -20.7% | +12.8% | -7.6% |
| 1Y | +0.3% | -6.1% | +6.3% | -0.2% |
| All | +122.8% | +338.6% | -215.8% | +97.0% |
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