+8,268.6%
WFC vs KGC
+206.6%
+8,062.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | +6.8% | -11.6% | +18.5% | +7.1% |
| 3M | -3.0% | -24.5% | +21.5% | -2.6% |
| 6M | +15.4% | -34.6% | +50.0% | +16.1% |
| YTD | -5.9% | -26.2% | +20.3% | -5.6% |
| 1Y | +1.7% | -20.1% | +21.8% | +1.8% |
| 3Y | +124.9% | +312.4% | -187.5% | +118.4% |
| 5Y | +90.5% | +224.9% | -134.4% | +85.0% |
| 10Y | +117.8% | +608.7% | -490.9% | +107.7% |
| All | +8,268.6% | +206.6% | +8,062.0% | +8,294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling