+45.7%
WM vs KGC
+350.6%
-305.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.1% |
| 7D | -0.5% | +11.1% | -11.6% | -0.7% |
| 30D | +13.3% | -3.7% | +17.1% | +13.3% |
| 3M | +4.4% | -17.2% | +21.6% | +4.7% |
| 6M | +10.8% | -27.3% | +38.1% | +11.9% |
| YTD | +9.1% | -18.5% | +27.6% | +8.9% |
| 1Y | +19.1% | -5.7% | +24.8% | +17.7% |
| 3Y | +45.7% | +336.5% | -290.8% | +31.9% |
| All | +45.7% | +350.6% | -305.0% | +31.9% |
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