+126.7%
WFC vs KGC
+450.8%
-324.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | +1.1% | +2.4% | -1.4% | +0.9% |
| 30D | +0.8% | +9.2% | -8.4% | 0.0% |
| 3M | +9.3% | +16.7% | -7.5% | +7.7% |
| 6M | +10.6% | -7.0% | +17.6% | +10.6% |
| YTD | -4.1% | +7.5% | -11.6% | -5.5% |
| 1Y | +13.6% | +34.4% | -20.8% | +9.7% |
| 3Y | +130.7% | +552.0% | -421.2% | +89.6% |
| 5Y | +126.7% | +454.5% | -327.8% | +85.8% |
| All | +126.7% | +450.8% | -324.1% | +85.8% |
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