+324.1%
WM vs KGC
+662.9%
-338.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +13.8% | -8.8% | +22.6% | +14.2% |
| 3M | +6.4% | -21.1% | +27.5% | +7.4% |
| 6M | +13.2% | -32.3% | +45.5% | +15.0% |
| YTD | +10.8% | -23.5% | +34.2% | +11.3% |
| 1Y | +20.2% | -15.0% | +35.2% | +19.9% |
| 3Y | +46.5% | +327.5% | -281.1% | +31.3% |
| 5Y | +61.3% | +244.3% | -183.0% | +44.4% |
| All | +324.1% | +662.9% | -338.8% | +271.2% |
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