+26,336.4%
WM vs KGC
+357.0%
+25,979.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -2.4% | +20.3% | -22.6% | -2.9% |
| 3M | +0.4% | +8.1% | -7.7% | +0.1% |
| 6M | -9.5% | -8.8% | -0.7% | -9.5% |
| YTD | +0.5% | +10.1% | -9.6% | 0.0% |
| 1Y | -1.1% | +44.2% | -45.3% | -2.4% |
| 3Y | +46.0% | +533.0% | -487.0% | +38.2% |
| 5Y | +51.8% | +443.0% | -391.2% | +43.6% |
| 10Y | +307.5% | +678.6% | -371.0% | +278.2% |
| All | +26,336.4% | +357.0% | +25,979.4% | +27,396.0% |
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