+90.4%
WFC vs KGC
+285.6%
-195.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.7% |
| 7D | +1.2% | +10.5% | -9.2% | +0.4% |
| 30D | +5.2% | -4.1% | +9.3% | +5.4% |
| 3M | -3.0% | -13.1% | +10.0% | -2.4% |
| 6M | +6.2% | -27.5% | +33.7% | +8.2% |
| YTD | -7.9% | -20.7% | +12.8% | -7.4% |
| 1Y | +0.3% | -6.1% | +6.3% | -0.7% |
| 3Y | +117.7% | +318.6% | -200.9% | +82.8% |
| All | +90.4% | +285.6% | -195.2% | +57.3% |
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 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