+428.1%
WMT vs KGC
+698.0%
-270.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.3% |
| 30D | -7.4% | +6.1% | -13.6% | -7.8% |
| 3M | -10.9% | +17.3% | -28.2% | -11.7% |
| 6M | -12.7% | -10.3% | -2.4% | -12.5% |
| YTD | -3.2% | +3.9% | -7.1% | -4.0% |
| 1Y | +5.3% | +25.7% | -20.5% | +3.0% |
| 3Y | +101.9% | +526.0% | -424.1% | +80.2% |
| 5Y | +134.6% | +455.5% | -320.9% | +108.4% |
| All | +428.1% | +698.0% | -270.0% | +368.2% |
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