-4.3%
KGC vs GWRE
-24.5%
+20.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.9% | +1.5% | +7.1% |
| 7D | -6.8% | +2.2% | -9.0% | -6.9% |
| 30D | -9.2% | +4.5% | -13.7% | -9.6% |
| 3M | -9.1% | +6.4% | -15.5% | -9.4% |
| 6M | -25.7% | +18.8% | -44.5% | -25.9% |
| YTD | -23.6% | -15.1% | -8.5% | -16.8% |
| 1Y | -4.3% | -23.4% | +19.1% | +8.2% |
| All | -4.3% | -24.5% | +20.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling